I am working with a Tier 1 US Investment bank that is looking to grow their front office Securitized Products quant team. This group is at the forefront of working/developing the firms renowned institutional analytics platform and library. In addition, you will also be responsible for working with their trading desk and building out tools and analytics for pricing, e-trading, and risk management.
They are looking for someone with production level programming experience in Python and C++ or a similar object orient language. It is imperative that this person is also able to bring new ideas to the table on how to deliver new quality analytics for the business, especially for electronic market making. Additional responsibilities and qualifications include:
- Develop and deploy production code for models in their in-house analytics library
- Support the trading desk and collaborate with other groups including risk and technology for continued improvements to the platform
- Research new methodologies used for market making analytics
- 3+ years of experience on a front office securitized products desk (MBS, RMBS, CMBS, etc.)
- 3+ years of professional programming experience in Python, C++, Java, and or KDBQ
- Master's or PhD in a Quantitative discipline