VP-level quantitative developer (C++ / IRD)

Overview

VP-level quantitative developer (C++ / IRD) role at Quanta Search – Newport Beach, CA

Our client is one of the world’s premier fixed income investment managers with thousands of professionals around the world united in a single purpose : creating opportunities for their clients in every environment. They bring innovation and expertise to their partnership with the institutions, financial advisors and millions of individual investors.

Responsibilities

• The Analytics Platform team is seeking a VP-level quantitative developer to support interest rate (IR) derivatives. It is a phenomenal opportunity to get exposed to advanced analytics across the full spectrum of IR products.
• The candidate must possess programming aptitude in C++ and Python as well as a fairly deep understanding of interest rate products, which include volatility and spread instruments.
• This role is not in rates modeling but requires constant interactions with rates quants. It includes integration with the firm’s Beacon platform and implementation of exotic products in highly comprehensive market scenarios.
• The development can be in hybrid mode across cloud and on-premises.

Location

Newport Beach, CA

Requirements

Seniority level

Employment type

Job function

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