A global multi-strategy hedge fund in NYC is looking to hire an experienced Quantitative Developer to support their Structured Credit Trading business. The fund manages nearly $30B in total assets under management and is known for their flagship global macro strategies both systematic and fundamental. The fund is well established with nearly a 30 year track record of strong performance, over 500 employees, and offices around the globe including NYC, London, Geneva, Hong Kong, and Singapore.
The firm is undergoing significant growth and investing resources into innovating their technology, so this hire is growth driven. The ideal candidate will have 5+ years of experience working for a buy or sell side financial firm, strong programming skills in either Java or C#, experience with Yieldbook or Intex, prior working experience with risk systems, technology or models, and a strong understanding of credit-related fixed income products.
Responsibilities:
- Work with a tightly-knit team of engineers and developers to build a new, state of the art market risk management platform for the structured credit business. The platform will give portfolio managers access to real-time risk metrics and analytics for investment decision making
- Work closely with internal stakeholders, such as Risk Officers and PMs, on business requirements to develop and scale the platform
- Work closely with credit portfolio managers and offer day-to-day quantitative support and technical solutions including enhancing systems, building dashboards, PM tools, etc.
- Truly understand the credit trading business to be able to explain risk analytics to non-technical audiences
- Leverage open source software to focus on writing code with visible business impact
- Provide leadership to the team, including leading project meetings, code reviews, mentorship, etc.
Qualifications
- 5+ years of Java or C# Development
- 1+ years working with credit products (CLOs, MBS, ABS, CDS, etc)
- Experience with Yieldbook, Intex, or Monis
- Comfortable handling large volumes of financial data
- Experience with cloud services is preferred
- Strong communication skills to interact with portfolio managers on a daily basis