Analytical Credit Algorithmic Developer-RR0714 (new!)

Analytical Credit Algorithmic Developer. For this Quant Research Team help build and design an electronic trading Credit Algo system. Use proprietary languages around Python. Keys to job are data visualization, strong OO design, manipulation of data, modelling, linear regression, machine learning, probability. Take price quotes and formulate models and the infrastructure around it.

Qualifications:

• Consider people with Corporates, CDS, pricing, PnL.

• Preference is Phd but open to MS graduates as well.  Credit is a big plus.

• Must have strong OO design, C++ preferable but will take any OO language.

• Should have Matlab or R or SAS or S+.

Quant Credit/Risk-Investment Bank-BA082514 (new!)

Description:

Quant Credit Risk-Investment Bank. The Quantitative Risk group of this Investment Bank is responsible for conducting model validation to help identify, measure, and mitigate the risk of models. The objective is to ensure that models are used appropriately in the business context and that model users are aware of the models’ strengths and limitations and how these can impact their decisions.

Responsibilities:

• The successful candidate will have experience working on the validation of scoring and forecast models used in connection with origination, pricing and loss forecasting for retail credit products.

• Carry out model validation, including model reviews and model risk measurement:

• Design and implement experiments to measure the potential impact of model limitations, parameter estimation error or deviations from model assumptions; compare model outputs with empirical evidence and/or outputs from model benchmarks. 

• Interface with Finance and Risk professionals to monitor usage and performance of the models and distribute the findings of model validation.

 

Qualifications:

• Experience with applied quantitative research or model development in a consumer credit or mortgage pre-payment modelling.

• PhD or MS degree in Applied Math, Economics (quantitative), Physics, Engineering or similar.

• Understanding of probability theory, econometrics, statistics, and numerical methods.

• Experience dealing with large data sets.

• Inquisitive nature, ability to ask right questions and escalate issues.

• Risk & Control mindset

• Experience with statistical software (e.g., SAS, R).

C# .Net-Hedge Fund Developer-RR082514 (new!)

 

Description:

C# .Net Hedge Fund Developer.  Bring your C# .Net experience and join this dynamic  NYC hedge fund which has generated strong profits year after year.  They seek a C# .Net and SQL Server Programmer/Analyst to participate in the design and development of a new in-house trading system including trades, positions, securities, reference data and more.  You should be energetic, intellectually curious and enjoy working in a rewarding, collaborative team environment.

Responsibilities:

• Contribute to the development of  systems that drive the business from front to back – including trade processing, position reporting, security master, daily pricing, P&L, compliance, financing, trade analysis, and risk management.

•  Interfacing with users, source ideas, design, implement, test and release to production and support.

• Interact with senior members of the business team and gain exposure to exotic derivatives across all financial markets including: equities, fixed income, commodities, and foreign exchange.

Qualifications:

• Strong in C# .Net and at least one, but preferably several related technologies (WPF, WCF, Silverlight, ASP.Net etc.)

• Experience with MVC/MVVM, ORM (Entity Framework, nHibernate), OLAP technologies

• Strong understanding of SQL, with some database schema design experience

• Understanding of data-model concepts (entities, attributes, relationships, etc)

• Thrive in a rapidly changing, fast paced business environment

• Self-starter and be able to take a project from beginning to end.  

Compensation:

• Competitive compensation based on experience.

• Exceptional Benefits Package

BA0325: Analytical Developer (new!)

Our client, a top trading group engaged in the management of client and proprietary assets, seeks a motivated software engineer to join its pricing and analytics team building and maintaining systems for intraday and end of day pricing of OTC instruments, risk analysis, and P&L calculation of a successful hedge fund business. You will utilize your expertise with all aspects of the software development lifecycle (architecture through release) and your strong coding skills to develop software that will take the pricing and risk platforms to the next level.

RESPONSIBILITIES:

  • Perform full development lifecycle including requirements determination, design, implementation, testing, and deployment Research, validate and recommend key technology decisions for the core software systems
  • Define technical scope of products and their features
  • Bring software development best practices to the development team
  • Work with technical operations team to ensure smooth deployment of product releases and updates
  • Diagnose and resolve issues with existing pricing and risk systems

REQUIREMENTS:

  • Experience as a JAVA developer
  • Previous experience with SQL
  • Proven record of job stability and commitment within jobs and projects, and a strong academic background with an interest in learning pricing and risk methodology

DESIRED:

  • 5 years of development experience in financial services
  • Experience with Jboss, tomcat, RESTful services, OLAP, linux
  • Experience with portfolio analysis, pricing, P&L reporting
  • Knowledge of options, fixed income, and/or other derivatives
  • Bachelor or Master of Science degree in Computer Science

MR0312: Quantitative Analyst (new!)

Our client is a global management firm advising private investment funds that strives daily to quantify its strategies and automate its systems, creating and implementing the trading methodologies of the future, today.

This client is seeking candidates with outstanding academic credentials to join its team of Quantitative Portfolio Managers. Successful applicants will receive training commensurate with their experience and development.

Responsibilities: 

  • Enhance the intraday-trading infrastructure
  • Research and develop statistically-based high-frequency predictive signals associated with market inefficiencies

Skills/Requirements:

  • Recent graduate in a quantitative discipline such as Computer Science, Physics or Engineering.
  • Excellent programming & technical skills, and be very proficient in C++.
  • Familiarity with Matlab is a plus
  • Superior critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail
  • Relentless drive to succeed, supplemented by a strong work ethic

 

LM1219: QA Technical Specialist/Engineer (Python)

This major, global investment bank is looking for an experienced QA technical specialist/engineer to establish a solid quality control testing process across all Equity Derivatives trading platforms. The specialist will be responsible for write-up of business use cases and test plans, release testing automation and QA sign-off.

As a QA technical specialist, the individual will play a critical role in strengthening release testing process on multiple complex trading platforms used by Equity Derivatives trading.  Systems in scope include order & execution management, pricing, and real-time risk management systems.

The individual will need to be flexible in his/her approach and able to react quickly to changing business needs. The role will involve working closely with the application development, support and business analyst teams.

 

Key Responsibilities:

  • Complete ownership of all testing on applications built with a varied set of technologies
  • Hands-on automation/scripting experience in building testing procedures
  • Release testing on functional & non-functional features to meet business requirements
  • Liaise with other technology teams on end-to-end testing

 

Desired Skills & Experience:

  • Hands-on QA testing experience
  • Able to demonstrate a track record of QA testing
  • A strong team player who is able to work well across different groups
  • Strong knowledge of QA best practices
  • Self-motivated with a high level of enthusiasm
  • Strong written & oral communication skills
  • Bachelor’s degree in a technical or analytical subject, including engineering, mathematics or the sciences
  • Experience with Derivatives applications is a plus
  • Knowledge on backend server systems, middleware and database  is a plus
  • Experience with owning QA process for large-scaled real-time trading systems
  • Experience with QA automation tools such as QTP or similar
  • Scripting language skills such as Python or similar
  • Strong interpersonal, communication & documentation skills
  • Able to multi-task and balance immediate and long term tasks & requirements

MR1101: Quantitative Developer (C++ & Python)

Boutique investment firm in NYC – Greater New York City Area

A world-renowned private institutional investment manager is looking for Quantitative Developers. You will assist Quantitative Portfolio Managers in developing fully automated trading strategies. Successful applicants will receive training commensurate with their experience and development. Ideal candidates will exhibit sharp analytical skills and an extremely driven work ethic. You will work with the brightest financial minds.

 

Desired Qualifications:

  • Ph.D. or M.S. degree from a top tier institution in Mathematics, Operations Research, Economics, Electrical Engineering, Computer Science, or Physics
  • Strong critical thinking and analytical skills, combined with creativity, innate curiosity, and attention to detail
  • Superior programming skills (acquired academically or through hands-on experience); preference for C++ and Python

RESEARCH ASSOCIATES WANTED, TOO.

You aren’t a fit for the Quantitative Developer job but want to learn from the best and the brightest in the company?

Our client seeks candidates with outstanding academic credentials to join a team of Quantitative Portfolio Managers. Research Associates will be responsible for assisting Quantitative Portfolio Managers to co-develop systematic strategies harnessing statistically based predictive signals looking for market inefficiencies. If you have programming skills and at least one year of prior experience in an internship or coursework, send an email and resume to ada@landover.com with Research Associate in the subject title.

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