What are the responsibilities and job description for the Senior Quantitative Developer position at Vichara?
Company Description
Vichara is a Financial Services focused products and services firm headquartered in NY and building systems for some of the largest i-banks and hedge funds in the world.
Job Description
We are seeking a talented and experienced Senior Quantitative Developer to join our team in Bridgeport, United States. In this role, you will be responsible for developing and implementing sophisticated quantitative models and algorithms to support our financial trading and risk management operations.
- 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
Additional Information
Compensation - $100/hour
Benefits:
- Extended health care
- Dental care
- Life insurance
Salary : $100
