Hybrid Quant Finance Developer — Python & Derivatives

Jay Analytix INC.; Jersey City (NJ); Hybrid; USD 120,000 - 150,000; Full time

Benefits offered by this job

Hybrid work arrangement

Collaborative environment

Job summary

Jay Analytix INC. is seeking a skilled Quantitative Developer based in Jersey City, NJ. This hybrid role focuses on building and implementing financial models and analytics systems to support trading and risk management.

The ideal candidate will have at least 7 years of quantitative development experience and a strong background in capital markets. Proficiency in Python and a deep understanding of pricing models and risk metrics are essential.

This position offers a collaborative environment bridging finance and technology.

Qualifications

• Minimum 7 years of experience in a quantitative development or related role.
• Capital markets domain experience is mandatory.
• Strong understanding of derivatives, fixed income, and capital markets.

Responsibilities

• Develop and implement pricing and risk models for derivative products.
• Translate quantitative models into production-quality Python code.
• Build libraries and tools for portfolio analytics, valuation, and risk measurement.

Skills

Quantitative finance

Python

Data analysis

Financial models

Capital markets knowledge

Tools

NumPy

Pandas

SciPy

SQL

Job description

Jay Analytix INC. is seeking a skilled Quantitative Developer based in Jersey City, NJ. This hybrid role focuses on building and implementing financial models and analytics systems to support trading and risk management.

The ideal candidate will have at least 7 years of quantitative development experience and a strong background in capital markets. Proficiency in Python and a deep understanding of pricing models and risk metrics are essential.

This position offers a collaborative environment bridging finance and technology.