Quantitative Finance Application Developer, Private Capital Markets

$125,000 - $250,000/Yr

Kroll - New York, NY

Full-time - Mid Level

New York, NY

Merchant Wholesalers, Durable Goods

About the position

The Quantitative Finance Application Developer role at Kroll, LLC focuses on designing and building financial applications that address complex governance, risk, and transparency challenges in the private capital markets. The position requires collaboration with a team to develop scalable valuation models and frameworks, implement automated testing, and integrate new modeling techniques into existing analytics libraries.

Responsibilities

• Work with an experienced team to help design and build financial applications, from conception to either internal or client-facing deployment
• Develop scalable, high-performance valuation models and frameworks for different asset classes working with financial domain experts
• Define and implement automated tests of financial functionality
• Integrate new modeling techniques and approaches into existing analytics libraries

Requirements

• Minimum 3 years of professional design and programming experience in C#, Python or C/C++
• BS/MS in quantitative finance, math, quantitative sciences, computer science or engineering
• Familiarity with the modelling of one or more financial asset classes, preferably private equity and fixed income, but relevant experience with derivatives and/or structured products will be considered
• Asset valuation, risk analysis or similar algorithm implementation experience
• Understanding of market and modelling conventions for different asset classes
• Ability to effectively design, debug, test and optimize financial algorithms
• Object-oriented development experience
• Development experience using C#, Python or C/C++
• Experience with SQL and relational DB design beneficial
• Able to write understandable, concise documentation
• Demonstrated ability to program financial analytics (through samples provided)
• Demonstrated ability to abstract and document code (through samples provided)
• Experience working with large code bases in an enterprise environment beneficial
• Experience using git for version control and/or Azure DevOps experience appreciated
• Interest in Financial Markets and Financial Analysis
• Engineering focus on practical, efficient solutions and proven theories, not academic ones
• Natural problem solver; enjoy figuring out loosely specified, complex problems
• Self-starting and comfortable working in a dynamic, results-focused environment
• Good at explaining complex concepts at various levels, both orally and in writing
• Proactive in collaborating, sharing knowledge and results
• Ability to focus on and drive organizational goals, not just own
• Good at working on multiple projects simultaneously and finishing what you start
• Ability to track and account for time spent on projects and perform to deadlines

Benefits

• Competitive salary range of $125,000 - $250,000
• Inclusive work environment
• Equal opportunity employer