C++ Modeler - $20BN AUM Hedge Fund - NYC
One of the most innovative and successful hedge funds in the industry is looking to bring on C++ modeler to join their team. This team provides critical support to some of the top PMs in the fund and on Wall Street.
This team sits directly alongside the portfolio managers, you help lead the research, development and implementation of complex pricing models covering a variety of macro products (Equity, Rates, Credit, Futures, etc).
Job responsibilities include:
- Development and implementation of new macro pricing models
- Pricing library model maintenance, development, and implementation in collaboration with the PM and traders
- Development of innovative trading tools based on team needs
- Implement new derivative pricers and maintaining existing ones across a variety of products and derivatives
- Work collaboratively with senior QR's on the development of alpha signals
Job requirements include:
- MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
- Proficient C++ modeling skills
- 2+ years of experience working as a front office desk quant on pricing models and implementation
- Derivative modeling and pricing experience covering a variety of products a plus
- Strong interpersonal skills a plus
