Quantitative Developer for Portfolio Analytics Team

HRB; New York (NY); On-site; USD 120,000 - 170,000; Full time

Job summary

A leading investment manager seeks a quantitative developer for its Portfolio Management Analytics team in New York. This role involves hands-on programming with C++ and Python, focusing on fixed income risk systems. Ideal candidates will have a solid educational background in science or engineering, along with a passion for finance and quantitative programming.

Qualifications

• 2-3 years of experience in a front office at premier financial firms.
• Strong programming skills in C++ and Python.
• Experience with fixed income products and parallel computing is preferred.

Responsibilities

• Implement or integrate new financial instruments and enhancements of the analytics platform.
• Gain broad exposure to various fixed income products.
• Design, develop, test, and respond to Portfolio Management questions.

Skills

C++

Python

Attention to detail

Result-driven

Education

Bachelor degree in core science or engineering

Computer science degree

Job description

Our client is one of the largest investment managers, actively managing more than $1.91 trillion in assets for clients around the world.

Description:
The Portfolio Management Analytics team seeks a quantitative developer for the fixed income risk systems. This candidate will gain broad exposure to various fixed income products and consistently interact with quantitative professionals and portfolio managers. The system covers both single security valuation and portfolio analytics.

In this position, you will be involved in implementing or integrating new financial instruments and enhancements of the analytics platform. Using your strong programming skills in C++ and Python, you will be responsible for design, development, testing, and responding to Portfolio Management questions. This is a phenomenal opportunity to grow your product knowledge in fixed income as well as develop your quantitative programming skills.

Qualifications

Minimum bachelor degree in core science or engineering. Graduation from a top school is preferred, and a computer science degree is helpful as well.

Strong programming skills in C++ and Python. This is a 100% hands-on coding job. Any experience in fixed income products, and/or parallel computing is preferred.

2-3 years of working experience in front office at premier financial firms. Strong attention to detail and result-driven with high standards. Responsible for the whole development cycle and being a standout colleague interacting across various teams.