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Location

New York, NY | United States

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Job description

Quantitative developer who will join the Central Research team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with the team while building the next generation of research and quant trading systems.

Role/Responsibilities:
-Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
-Integrating the analytics libraries into the wider python research infrastructure to allow trading teams to use it in their research and trading processes
-Working with Data Services to source market data to fuel real time and historical analytics
-Reconciliation of calculations against benchmark sources

Requirements:
-1-5 years of professional software engineering experience in a collaborative environment
-Bachelor's degree or higher in computer science or other quantitative discipline
-Understanding of object oriented programming, design patterns, and data structures
-Experience with software delivery lifecycle and writing production-quality code
-Familiarity with instrument pricing and risk software patterns
-Fluency in C++
-Familiarity in Python
-Experience in Rates and/or Credit products (e.g., bonds and swaps)
-Reasonable quantitative and statistical skills
-Team player with strong pride of ownership
-Detail oriented and quick learner in a fast-paced environment
-Commitment to the highest ethical standards
-London preferred, but open to candidates in other locations
Employment Type: Full-Time
Salary: $ 400,000.00 Per Year

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Job tags

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Salary