Quant/Quantitative/Financial Engineer/Developer/Software Engineer/Programmer/Fixed Income/Pricing

Remote working conditions: Mon and Fri - Remote/Tue, Web and Thu - Onsite New York

Valuations and Risk Developer

Required experience and skills:

Experience working as desk quant or in a valuation support capacity

Familiarity with Fixed Income and Derivative products

Proficiency in Python OR C++ (only one of these having experience in BOTH of these languages is not essential) programming and object-oriented coding/design principles and object-oriented coding/design principles

Job role:

• Investigate pricing and risk queries from Portfolio Managers, Middle Office and Risk team
• Maintain and extend Real Time and EOD P&L and risk infrastructure
• Develop new and extend existing pricing models and calculators
• Develop new columns and reports for portfolios managers and risk managers
• Partner with QM and Market Data teams when building support for new products or markets
• Develop tools for Middle Office and application support to assist them with supporting daily valuation cycle
• Develop integration and unit tests for all new code
• Provide day-to-day operational support, including handling/mitigating critical severity issues

Working for a well established organization

Flexible start date (ie immediate to 3 months notice)

(If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with).