Emea Resourcing Limited - New York, NY

posted 5 months ago

Full-time
Remote - New York, NY

About the position

The Quantitative Engineer/Developer position is a critical role within our organization, focusing on the development and maintenance of pricing models and risk infrastructure for Fixed Income and Derivative products. The successful candidate will work closely with Portfolio Managers, the Middle Office, and the Risk team to investigate pricing and risk queries, ensuring that our valuation processes are robust and efficient. This role requires a strong understanding of financial products and the ability to translate complex financial concepts into effective software solutions. In this position, you will be responsible for maintaining and extending our Real Time and End of Day (EOD) Profit and Loss (P&L) and risk infrastructure. You will develop new pricing models and calculators, as well as new columns and reports tailored for Portfolio Managers and Risk Managers. Collaboration is key, as you will partner with the Quantitative Modeling (QM) and Market Data teams to build support for new products or markets. Additionally, you will develop tools to assist the Middle Office and application support teams in their daily valuation cycle, ensuring that all processes run smoothly. A significant part of your role will involve developing integration and unit tests for all new code, which is essential for maintaining the integrity of our systems. You will also provide day-to-day operational support, addressing and mitigating critical severity issues as they arise. This position offers the opportunity to work in a well-established organization with a flexible start date, allowing for immediate availability or up to three months' notice.

Responsibilities

  • Investigate pricing and risk queries from Portfolio Managers, Middle Office, and Risk team
  • Maintain and extend Real Time and EOD P&L and risk infrastructure
  • Develop new and extend existing pricing models and calculators
  • Develop new columns and reports for Portfolio Managers and Risk Managers
  • Partner with QM and Market Data teams when building support for new products or markets
  • Develop tools for Middle Office and application support to assist them with supporting daily valuation cycle
  • Develop integration and unit tests for all new code
  • Provide day-to-day operational support, including handling/mitigating critical severity issues

Requirements

  • Experience working as desk quant or in a valuation support capacity
  • Familiarity with Fixed Income and Derivative products
  • Proficiency in Python OR C++ programming and object-oriented coding/design principles

Benefits

  • Flexible working conditions (Remote on Mon and Fri, Onsite on Tue, Wed, and Thu)
  • Recommendation fee for successful consultant referrals
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