Job Details

ID #21510166
State Illinois
City Chicago
Job type Contract
Salary USD Depends on Experience Depends on Experience
Source Make Corporation
Showed 2021-10-22
Date 2021-10-21
Deadline 2021-12-19
Category Et cetera
Create resume

Quant Developer Consultant

Illinois, Chicago, 60290 Chicago USA

Vacancy expired!

Quant Developer Consultant#JT –24620

Location: CHICAGO, IL OR NEW YORK, NY (Remote)

Duration: 6 Months+

Job Description:
  • The Quant Developer Consultant will be involved in the production Quant Risk Library codebase.
  • He/She will work on implementing new features in the existing library to support risk management analysis and developing tools for market index monitoring.
  • He/She will also work on general codebase clean-up, refactoring, performance improvement, etc.

Principle Responsibilities:
  • Implement CVOL index calculation in existing production library
  • Integrate calculation library with UI for CVOL monitoring tool

Position Requirements:
  • Education & Experience: Master’s degree, with 4-5 year of full-time developer experience.
  • Field of Degree: Computer Science/Engineering or related field.

Required Skills:
  • Strong with OO concepts.
  • Strong C/Java development experience (around 5 years)
  • Basic knowledge in financial derivatives products and algorithmic models for pricing and measuring market risks of derivatives is required.
  • Ability to read and understand mathematical and algorithmic specifications.
  • Knowledge and experience of UI development.
  • Knowledge of design patterns and their implementation.
  • Knowledge of relational database programming, and experience with SQL Server or Oracle.
  • Delivery of high-quality code with unit tests and automated testing.
  • Strong ability to learn existing application quickly.
  • Ability to work independently.
  • Solid verbal and written communication skills.

Vacancy expired!

Subscribe Report job