I am working directly with the head of a quantitative research engineering team at a global asset manager, which focuses on providing worldwide technology and support to all the investment management, research, trading, and investment operations functions internally. The team has been tasked with launching a new platform in interest rate derivatives and seeking a quantitative developer specializing in rates to focus on bringing the Portfolio Managers' ideas to life. You will be playing a key role in developing interest rates derivatives and other quantitative technology products to solve research problems for investment professionals/Portfolio Managers leading strategic quantitative research initiatives. This will included hands on library development for the new IR business. The role can sit out of their New York or Boston offices.
Further responsibilities/qualifications below:
- Minimum 5 years of experience in software engineering
- Master's degree in a Computer Science or a related field
- Strong knowledge of interest rate derivatives
- Expert in Python OR Java
- Prior experience developing applications for asset management and or global markets
