Quantitative Developer

Quant Blueprint LLC; United States; On-site; USD 100,000 - 150,000; Full time

Job summary

Quant Blueprint LLC is seeking a highly qualified Quantitative Developer to support the emerging markets and Delta One trading team. The role involves collaboration with portfolio managers and traders to develop a centralized library for valuation and risk calculations, focused on equity product modelling and risk representation.

The ideal candidate has strong Python skills, experience with equity derivative models, and excellent communication abilities. This position offers the chance to contribute to strategy design and back-testing analytics.

Qualifications

• Strong Python skills required.
• Experience developing equity derivative models in enterprise environments.
• Experience in risk platform design and build.

Responsibilities

• Support portfolio managers and traders in developing a centralized library.
• Conduct equity product modelling and risk representation.
• Engage in risk engine/platform development and support.

Skills

Strong Python skills

Experience developing equity derivative models

Experience in risk platform design

Experience with trading functions

Excellent communication skills

Strong ownership experience

Job description

The Role

We are seeking a highly qualified and talented Quantitative Developer to support the emerging markets and Delta One trading team.

Responsibilities

• Support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations.
• Equity product modelling and risk representation.
• Dividend, funding and rates parameter modelling and calibration.
• Risk engine/platform development and support.
• Strategy design and back-testing analytics.

Qualifications

• Strong Python skills.
• Experience developing equity derivative models in enterprise settings.
• Experience in risk platform design and build.
• Experience working with trading, quant and research functions.
• Experience with Delta-1 equity business preferred.
• Excellent communication skills, both written and verbal.
• Strong ownership experience and a track record of delivering results.