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Quantitative Developer

Company: Mission Staffing
Location: New York
Posted on: April 9, 2021

Job Description:

Our client, a global investment bank located in New York, NY, is seeking a Quantitative Developer for a large scope project regarding the benchmark rate taking place industry-wide. The team is responsible for ensuring the analytics surrounding them are ready and tested for the benchmark report. This individual will support the model developers in re-write their C++ Analytics library while creating and delivering new front-office tools. Candidates must have extensive C++ development experience working with derivative products across asset classes at a competing investment bank or financial institution. Preference is for candidates with Rates, XVA experience.Daily Functions:* C++ development testing* Integrating with other systems and languages* Re-write of C++ Analytics library* Provide a 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++ codeRequirements:* 5+ years of hands-on Quantitative Development C++* experience* 5+ years of experience working with derivative products across asset classes* Development on Windows and Linux - 3+ years of hands-on experience

Keywords: Mission Staffing, New York , Quantitative Developer, IT / Software / Systems , New York, New York

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