Quant Developer: Equity Options & Derivatives Modeling

A highly regarded financial firm is looking to add a Quantitative Developer to its growing team. This role sits at the intersection of technology and quantitative research with a focus on derivatives modeling and analytics. The ideal candidate will have a strong understanding of options theory and a previous experience working closely with both technical and non-technical team members. You will have the opportunity to influence the full production cycle and direct visibility with senior leadership. Responsibilities: A highly regarded financial firm is looking to add a Quantitative Developer to its growing team. This role sits at the intersection of technology and quantitative research with a focus on derivatives modeling and analytics. The ideal candidate will have a strong understanding of options theory and a previous experience working closely with both technical and non-technical team members. You will have the opportunity to influence the full production cycle and direct visibility with senior leadership. Responsibilities: Partner closely with quantitative researchers to implement and optimize derivatives models Develop and maintain high-performance systems supporting pricing, risk, and analytics Translate mathematical models into production ready code Improve system performance, reliability, and efficiency across the stack Qualifications: 3+ years of experience in software engineering or quantitative development Strong programming skills in an object oriented language Solid understanding of data structures, algorithms, and system design Experience working with and implementing derivatives models Bachelor's degree (or higher) in Computer Science, Mathematics, Physics, Engineering, or another STEM field Strong communication skills with the ability to work across both quantitative and engineering teams #J-18808-Ljbffr Selby Jennings