VP, Cross Asset Quant Developer
Core
Conducting quantitative analytics and modeling projects to explain risk and PnL for the Global Markets business by re-factoring and redesigning market model code.
Role type
Senior IC quantitative developer (cross-asset strategy)
Builds
Production market models and analytic processes for risk and PnL calculation
Domain
Global financial markets trading and strategic risk
Deliverable
production ML models
Required skills
Python, C++, Java, Lisp, functional programming concepts, algorithm design, mathematical modeling, code refactoring, system optimization
Preferred skills
Financial and quantitative knowledge, scripting language development
Technologies
Quartz (in-house platform), Python, C++, Java, Lisp
Responsibilities
Re-factor and redesign market model code; debug existing market model code; simplify and optimize code for efficiency; write and debug code within the Quartz platform; create technical documentation for modeling activities
Seniority
Senior, hands-on IC