Quantitative Developer: Real-Time Alpha & Derivatives

Thurn Partners; New York (NY); On-site; USD 170,000 - 250,000; Full time

Job summary

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.

Qualifications

• 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.

Responsibilities

• 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.

Skills

Analytical thinking

Quantitative skills

Problem solving

CS fundamentals

Education

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

Job description

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.