Director - Library Quantitative Developer

I have recently partnered with a Top-Tier Investment Bank in New York for a Director-level Quant Development position within their Equity Global Structured Products team.

They are ideally looking for an extremely technical candidate with exceptional programming skills in C# and C++ to develop and maintain the firm's analytical platforms, valuation platforms, and quant libraries. As well as support traders and researchers in the implementation, pricing, and risk models. This is a phenomenal opportunity for someone who wants to be hands-on in an Individual Contributor seat on a small team where you are will be able to get exposure to unique product coverages and see the impact of your work daily.

Key Responsibilities:

- Work on the further implementation of pricing and models into the firm's complex C++ libraries

- Develop and maintain the firm's analytical platforms, valuation platforms, and overall quant library infrastructure

- Develop analytical tools to be used by the research and trading desk as well as implement pricing software

Key Qualifications:

- Demonstrate exceptionally strong programming skills in both C# and C++

- 7 - 10+ years of industry experience in a Quantitative Development seat

- Ph.D. or Master's Degree in Mathematics, Computer Science, Engineering, or another quantitative field

- Knowledge of equities, equity derivatives, and equity exotics are a plus