Quantitative Developer (Greenwich CT)

Thurn Partners; New York (NY); In loco; USD 170.000 - 250.000; Tempo pieno

Descrizione del lavoro

Thurn Partners in New York seeks a quant developer to transform pricing theory into production code, spanning payoffs, risk, PnL, curves, discounting and simulations for live trading environments.

You will design systems for Commodities research, build bespoke frameworks to explore, back-test and deploy systematic strategies, and create desktop tools for PnL estimates and position monitoring. A strong CS/finance background and a collaborative mindset are essential for success.

Competenze

• Bachelor's or Master's degree in Computer Science or a related field.
• Commercial experience building relevant systems and implementing strategies.
• Strong analytical and quantitative skills with ability to translate business problems into technical solutions.
• Ability to solve complex mathematical and computer science problems.

Mansioni

• Design and develop systems for Commodities research and real-time alpha generation.
• Build bespoke frameworks for exploring, designing and deploying systematic strategies and signals.
• Increase research velocity with back-testing and simulation frameworks for seamless strategy implementation.
• Utilise machine learning algorithms to analyse large alternative datasets.
• Build desktop tools for PnL estimates and position monitoring.

Conoscenze

Analytical thinking

Quantitative skills

Problem solving

CS fundamentals

Formazione

Bachelor's or Master's in Computer Science or related field

Descrizione del lavoro

The quant development team sit on the desk, building and owning the pricing models, analytics frameworks, and end-user tooling that traders, analysts, and quants depend on day to day. As part of a significant effort to re-modernise the firm's derivatives and structured products platform, they are looking for a quant developer to take complex pricing theory and convert it into reliable, scalable production code - spanning payoffs, risk, PnL, curves, discounting, and simulations.

Your Role:

• Design and develop systems for conducting Commodities research and real-time alpha generation.
• Build bespoke frameworks for exploring, designing and deploying systematic strategies and signals.
• Increase research velocity and create back-testing and simulation frameworks which ensure seamless strategy implementation.
• Utilise machine learning algorithms for analysing vast alternative datasets.
• Build desktop tools for PnL estimates and position monitoring.

Experience Required / About You:

• Strong academic background with a Bachelors or Masters degree in Computer Science or related discipline(s).
• Commercial experience working collaboratively, building relevant systems and implementing strategies.
• Superb analytical and quantitative skills; linking business problems with highly technical solutions.
• The ability to find innovative ways around convoluted mathematical and computer science problems.

Further Context:

• The firm has an excellent culture and is one of the most reputable in the industry, with a track record of delivering advanced custom tech and constant innovation.
• The company invests heavily in its people and their environment - it's a flat structure with scope for trajectory.
• This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please enquire for more details.