Quantitative Developer Lead
Business Unit: Convertible Arbitrage
Established in 1990, our client is a leading global financial institution with a diverse business platform built on a foundation of excellent talent, technology and infrastructure. From proven asset management strategies to a strong capital markets platform, they convert opportunity into results. The business operates in the world’s major financial centers including Chicago, New York, London, Hong Kong, San Francisco, Boston and Dallas. For more information,
The candidate will be part of the Converts Front Office IT team, responsible for developing our in-house quantitative portfolio, risk and pricing systems, and working alongside Quantitative Researchers and PMs to develop trading strategies via the build out of analytics and relative value tools for new and existing financial products.
Duties and Responsibilities:
· Lead a team of 2 to 4 quantitative developers to build core pricing and risk analytics for trading of Converts, Equity, Credit and IR products
· The candidate will primarily be working with the Quantitative Research team to develop models and analytics for various asset classes within the Converts business.
· Drive and manage projects to integrate with firm-wide asset pricing and risk platforms
· Additional responsibilities may include:
o Acquiring and managing datasets for use in new or existing models.
Background / Experience:
· Technical education should include an Undergraduate or Advanced Science, Technology, Engineering or Mathematics (STEM) Degree
· Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
· (Required) Programming experience in C++, Python on Linux
· (Required) Knowledge of NumPy, SciPy.
· (Required) Commitment to excellence and a strong attention to detail
· (Required) Highly motivated with a desire to work in a hands-on collaborative environment
Additional Desirable Skills / Experience:
Generous Package on offer, including high base and other benefits