• Global Analytics & Financial Engineering, NY is seeking a Quantitative C++ Developer for a large scope project.
• The candidate contributes to the overall success of the Global Analytics & Financial Engineering, ensuring specific individual goals, plans, initiatives are executed / delivered in support of the team’s business strategies and objectives.
• The candidate will work specifically on Distributed Analytics Service, which is focused on front office pricing and risk to allow these groups to grow the business and be more efficient and timely.
Candidate Value Proposition:
• The successful candidate will have the opportunity to gain further hands on experience with niche technologies such as C++ quantitative coding while also having a chance to be further extended.
Typical Day in the Role:
• C++ development testing
• Integrating with other systems and languages
• Re-write of C++ Analytics library
• Provide framework for analytics development
• Provide Robust Integration and Testing Platform. Development / Improvement plus Daily support to ensure smooth operation
• Integration across various systems and architectures.
• Implementation of new C++ code
• Support of model developers.
• Delivery of new front office tools / infrastructure
• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems and knowledge.
• Integrates valuation models for interest rate derivatives products into enterprise risk system
• Develops robust and reliable mechanisms for model integration
• Provides subject matter expertise to stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model integration
• Forms a close partnership with the technology and quant groups to deliver models to production with limited supervision
• Understand how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
• Actively pursues effective and efficient operations of his/her respective areas in accordance with client’s Values, its Code of Conduct and the Global Sales Principles, while ensuring the adequacy, adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operational, compliance, AML/ATF/sanctions and conduct risk.
• Champions a high performance environment and contributes to an inclusive work environment.
Must Have Skills/Requirements:
• Quantitative Development – C++ – 5+ years of hands on experience
• Finance experience (derivative pricing and risk management) -3+ years of hands on experience
• Development on Windows and Linux – 3+ years of hands on experience
Nice to Have Skills:
• RiskWatch experience
• Masters or PhD in Mathematics, Finance, Physics or Electrical Engineering (highly preferred)
• Strong communication skills – written and verbal
• Team player, collaborative
• Hit the ground running, self sufficient, self starter
• Strong in analytics
• Bachelors Degree in Science field
• 3 -Step Process:
o Screening with Hiring Manager
o Take home online C++ testing
o 1 final interview with Hiring Manager & Other Members of Team
• Interviews are to take place ASAP
• Quantitative Development C++ experience at a bank (front-office) is highly preferred (needs to be hands on)
• Value and derivates in C++
• More focused on interest rate