Quantitative Developer - Python Job at The Ashlar Group, New York, NY

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  • The Ashlar Group
  • New York, NY

Job Description

Job Title: Quantitative Developer- Python

Location: New York, NY

Duration: 12 Months Contract

Job Description:

  • The candidate needs to be super programming proficient, knowing python and C++, can handle difficult programming or even system design questions
  • This role is focused on the Quant Development (QD) side of the In Business Risk Quant team.
  • In addition to providing technical support, the QDs in this team focus on tools, library architecture, testing and releases as well as development work.
  • Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.
  • The business is subject to increasingly strict demands from regulators, in particular with respect to model testing.
  • Investment is necessary to support these new regulatory requirements and Client's strategic initiative to unify tools and processes across every asset class.
  • Providing technical and design support for Quants, and supporting clients of the library are also important part of the role.

Responsibilities:

  • Develop analytics libraries used for pricing and risk-management on Windows and Linux
  • Testing and reporting framework development including tools
  • Library re-architecting including analytical code
  • Library extensions and enhancements as dictated by the trading desks
  • Collaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionals
  • Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

Qualifications:

  • 6+ years Experience in a comparable quantitative development or technology role
  • Must have technical/programming skills; Python; and Software design and principles
  • Desired: TypeScript, Product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills

Education:

  • Bachelor’s/University degree or equivalent experience
  • This job description provides a high-level review of the types of work performed.
  • Other job-related duties may be assigned as required.

Job Tags

Contract work,

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