What are the responsibilities and job description for the Senior Developer position at Jobleads-US?
We are seeking a Senior Quantitative Developer to join Jobleads-us in the United States. In this role, you will develop and implement sophisticated quantitative models and algorithms to support financial trading and risk management operations.
Key Responsibilities
- Migrate existing analytics from C to Python
- Design, develop, and maintain complex quantitative models for pricing, risk analysis, and trading strategies
- Collaborate with traders, risk managers, and other stakeholders to understand business requirements and translate them into technical solutions
- Implement and optimize numerical algorithms for financial calculations and simulations
- Conduct research on new quantitative methodologies and stay up-to-date with the latest developments in the field
- Perform code reviews and ensure high-quality, efficient, and well-documented code
- Troubleshoot and debug issues in existing models and systems
Qualifications
- 5 years of experience in quantitative model development, in a financial services environment
- Advanced degree (M.S. or Ph.D.) in a quantitative field such as Mathematics, Physics, Computer Science, or Financial Engineering
- Strong programming skills in Python and C
- Extensive experience with interest rate derivatives, pricing models, and risk management techniques
- Proficiency in curve building, stochastic volatility models, and other advanced financial modeling concepts
- Expertise in stochastic calculus, numerical methods, and optimization techniques
- Solid understanding of financial markets, instruments, and trading strategies
- Experience with version control systems (e.g., Git) and software development best practices
Vichara is a Financial Services focused products and services firm headquartered in NY, building systems for some of the largest i-banks and hedge funds in the world.
