Job Title:   Quantitative Software Engineer (New York / Stamford)

Summary:   We are looking for a quantitative software engineer to join a dynamic and fast paced team. The quantitative developer will be working with portfolio managers and other front office teams to develop and implement quantitative tools, analytical dashboards, and models with focus on discretionary or systematic strategies covering a wide spectrum of market instruments including stocks, bonds, indices, futures, options, swaps, swaptions, and other derivatives encompassing different asset classes: fixed income, foreign exchange, commodities, and equities (in no particular order). We operate in a fast-changing market environments and therefore, priorities will change, and a dynamic mindset is key.

The firm has offices in New York, Connecticut, Palm Beach, London, and Singapore.

Responsibilities:

• Work with Portfolio Managers and other business teams to understand their needs and build solutions to fulfill those needs.
• Develop and implement quantitative tools, analytical dashboards, and models for Portfolio Managers.
• Engineer tools and apps to systematically analyze and model different stocks, bonds, futures, options, swaps, and other derivatives to help discover investment opportunities.

Qualifications:

• Bachelors, Masters, or PhD in Financial Engineering, Computational Finance, Operations Research, Financial Mathematics, Quantitative Finance, Computer Science, Engineering, Mathematics, Physics, or other highly quantitative discipline with academic excellence.
• 3 years or more related experience, preferably at financial firms.
• Experience with quantitative analysis and modeling of a wide spectrum of market instruments including bonds, indices, futures, forwards, options, swaps, and other derivatives encompassing different asset classes – equities, fixed income, foreign exchange, and commodities.
• Experience with at least 2 or more programming languages – Python, Java, C++, R, C, C#, Go, Rust, Assembly, MATLAB, etc.
• Ability to design and develop systems that can perform high volumes of calculations extremely fast solving any bottlenecks including data transfer, input/output, scaling, etc.
• Great interpersonal skills interacting with Portfolio Managers and other teams in a demanding and dynamic environment. 

Preferred Skills:

• Experience with different quantitative libraries like Quantlib, FinCAD, Strata, or others.
• Skilled in financial mathematics, quantitative analytics, statistical analysis, numerical methods, machine learning, deep learning, generative AI.
• Knowledge of SQL, Bash, Pandas, NumPy, Spring Boot, Excel VBA, Kubernetes, Redis, Kafka, ActiveMQ, AWS, Azure, Machine Learning, LLM.

Salary

Compensation for this position is expected to be $120,000-$160,000, with the actual salary dependent on various factors including, but not limited to, a candidate’s education level and credentials, the salary expectations of applicable applicants, and other market conditions.