Quantitative Developer Resume Samples

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DG
D Grimes
Delphia
Grimes
736 Glover Village
Chicago
IL
+1 (555) 164 1267
736 Glover Village
Chicago
IL
Phone
p +1 (555) 164 1267
Experience Experience
Dallas, TX
Quantitative Developer
Dallas, TX
Fisher, Lesch and Douglas
Dallas, TX
Quantitative Developer
  • Work with a team of high caliber quantitative analysts and developers to support the asset management group at AIG
  • Improve the software development framework to extend automation and reporting for the library of
  • Develop the models and the estimation and calibration procedures in Barclays statistical model development framework
  • Work on general efficiency improvement and optimization of the analytical library
  • Providing guidance to others through design and code reviews – this is a heavy area of focus for Omega development
  • Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems
  • Provide support in development, QA and production issues
San Francisco, CA
Quantitative Developer High Frequency
San Francisco, CA
Labadie, Veum and Simonis
San Francisco, CA
Quantitative Developer High Frequency
  • Researching and implementing performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)
  • Developing a data recording, cleaning and storage mechanism
  • Developing a trading platform that holds the core strategy component, inputs the market data and outputs the trading signals to markets for execution
  • Building high-performance/low-latency trading components for both live trading and simulation
  • Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
  • Developing a booking, position keeping and reconciliation mechanism
  • Participating in some execution/intra-day alpha research projects
present
Philadelphia, PA
Senior Quantitative Developer
Philadelphia, PA
Pagac-Kassulke
present
Philadelphia, PA
Senior Quantitative Developer
present
  • Share knowledge and provide technical assistance to other team members within areas of expertise
  • Design and develop the product’s predictive analytics capabilities using disciplined processes, adhering to industry standards and best practices
  • Assist in validating that financial models have been correctly implemented for their intended use
  • Design and develop new software or make modifications to existing software using disciplined processes, adhering to industry standards and best practices, as related to interest rate modelling and all aspects of predictive analytics
  • Participate as a team member in the agile (Scrum) process throughout the SDLC to produce high performing, advanced risk analytics for our customers
  • Participate as a development team member in the agile (Scrum) process throughout the SDLC
  • Take part in reviews of work, e.g. design and code reviews, and demonstrate software to all stakeholders
Education Education
Bachelor’s Degree in Computer Science
Bachelor’s Degree in Computer Science
Harvard University
Bachelor’s Degree in Computer Science
Skills Skills
  • Strong developer skills, in-depth knowledge of any major object-oriented language
  • Previous experience with the following technologies, including: Microservice Oriented Architecture, ASP MVC, Angular, Typescript, Razor, Unity IoC, and Entity Framework
  • Strong knowledge of fixed income flow products
  • Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization
  • Experience of build / release process on multiple platforms is a plus (e.g. experience of electric commander, jenkins or distributed build tools and compilation acceleration tools such as Electric Accelerator, DistCC)
  • Experience of developing quant model libraries is a plus. It is more important to have strong library design skills than to have an in-depth understsanding of the models themselves
  • Good knowledge of mathematical theories and techniques including such as statistical analysis, numerical analysis and stochastic calculus and confident in communicating complex mathematical concept with both technical and not technical counterparties
  • The profile is completed by strong verbal and written communication skills
  • Strong attention to detail
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15 Quantitative Developer resume templates

1

Quantitative Developer Resume Examples & Samples

  • Model Development
  • Implementation of models using C++, Perl and other software development tools as needed
  • Gather requirements and propose solutions to financial problems across various market segments including interest rates, credit, FX, equity derivatives etc
  • Testing the code to ensure quality
  • Deploying models into production ensuring that they are efficient and robust
  • Documentation and validation of models
  • Trouble-Shooting: Develop expertise in using our analytical tools. Aid in trouble-shooting to resolve issues under time constraints
  • Client Communication:Interface with both internal and external clients as needed
  • Maintenance: Help to maintain and support our existing models and processes
  • Strong analytical skills: We seek candidates with a degree in Computer Science, Math, or Engineering
  • Aptitude for programming: Enthusiasm for programming and the ability to produce production quality C++ code are essential. Familiarity with OOP concepts is crucial
  • Knowledge of Finance: We seek candidates with 1-4 years of experience. It is expected that the candidate possesses solid knowledge of practical aspects of finance although candidates with no financial background with strong problems solving, analytical and software skills may be considered
  • Good communication skills: A fluent command of the English language is required
  • Other qualifications: The BlackRock culture is one of excellence, teamwork, integrity, and delivering results to our clients. Success in Financial Modeling requires creativity, team focus, ability to multitask and meticulous attention to detail
2

Quantitative Developer, Associate Resume Examples & Samples

  • Strong programming skill set and familiarity developing software systems (2+ years)
  • Creative thinker and passion for innovating
  • Strong communication skills and ability to work in a dynamic team-oriented environment
  • Experience working with relational databases and ability to program in SQL
  • Interest and ability to work with multiple programming languages including Java, Python, R, and VBA
  • Familiarity with visualization applications such as Spotfire or Tableau a plus
  • Background in finance, statistics and or linear algebra a plus
3

Quantitative Developer Resume Examples & Samples

  • Developing and maintaining tools for the business for pricing and managing risk
  • Support the modelling library and infrastructure requirements of the business as required
  • Support of FIC and CRT analytics
  • Coordination with Quants and IT as part of integrating from office development models within the firms pricing and risk platform
  • Maintenance and improvement of existing pricing tools and operational framework
  • Extensive programming experience in C , Python, C#
  • Extensive knowledge and practical programming experience in Excel and Visual Basic
  • Knowledge of Anti-Money Laundering procedures
4

Quantitative Developer, Analytical Tools Resume Examples & Samples

  • Working with the existing Market Data Infrastructure team to develop and support the Market Data Infrastructure
  • Migrating existing databases, servers and addins to new Technology solutions for the delivery of Bond reference data, live and close timeseries data and analytic objects. The candidate will be required to work with a number of technology teams in the design and implementation of the interfaces to ensure a smooth transition from the exiting MQA data sources. The candidate will also be required to perform extensive stability and performance testing of all data being migrated to the new sources
  • Working on Relative Value projects which will involve a range of data administration activities such as, Back loading / correcting data in the historical database and bond reference database The work will involve daily contact with the team in London and/or New York plus considerable interaction with Traders, Sales and Quants, and offers an excellent environment in which to work alongside top professionals across these disciplines to get a broad understanding of the Markets business. Extensive training will be given and it is expected that some of this will require some travel to London for a few days at a time for the first 3-6 months as a minimum
  • A minimum of 3 years development experience in a commercial environment preferably using VC++, with experience of both Windows and Linux environments
  • Experience of developing Multi-Threading applications and client-server architecture Experience of scripting languages such as Perl and Python. Good knowledge of Sybase / Oracle at the levels of writing stored procedures, efficient querying and updating of tables etc
  • Strong data administration skills
  • A thorough and detailed approach to testing, both at the unit test level and regression test level
5

Quantitative Developer Resume Examples & Samples

  • Develop detailed understanding of the end-to-end investment processes especially alpha generation process
  • Design, develop, maintain quantitative investment models & assist research initiatives where appropriate
  • Provide 1st and 2nd line support to guarantee operational integrity of these models
  • Develop close working relationships with PMs and Research teams
  • Improve the current framework and optimize operation workflow as appropriate
  • Support and contribute to firm wide IT initiatives such as business continuity efforts, integration projects and etc
  • Strong academic record in Science, Engineering and/or Mathematics
  • Experience developing enterprise class applications in some domain
  • Extensive experience programming in Java & MATLAB / Python
  • Has written complex numerical software (not necessarily for finance)
  • Ability to understand and implement complex quantitative models
  • Fluent with numerous Java libraries and/or frameworks
  • Comfortable using SQL to access databases
  • Able to produce database designs to suit problem requirements
  • Understanding or interest in Economics
  • Understanding or interest in Mathematics or Statistics
  • Understanding of financial derivatives (pricing & risk) is a plus
  • Understanding or interest in Econometrics is a plus
  • Has passed one or more levels of the CFA is a plus
  • Quick learner and self-motivator
  • Articulate communicator, both verbally and in written form
  • Excellent collaboration skills – able to listen and explain
  • Ability to balance competing needs, prioritize aggressively
6

Quantitative Developer Resume Examples & Samples

  • Portfolio Risk Model and Tool Development
  • Gather requirements and propose solutions to financial problems across all asset classes including equity, rates, FX, commodities, alternatives and related derivatives
  • Implement models and tools using C++, Java, Perl, SQL, HTML, etc
  • Test the code to ensure quality
  • Deploy model and tools into production ensuring that they are efficient and robust
  • Trouble-Shooting and Maintenance
  • Develop expertise in using our analytical tools. Aid in trouble-shooting to resolve issues under time constraints
  • Support our existing models, tools, and processes
  • Client Communication
  • Validate and document models and tools
  • Interface with both internal and external clients as needed
  • Aptitude for programming: Enthusiasm for programming and the ability to produce production quality C++ or Java code are essential. Familiarity with OOP concepts is crucial
7

Quantitative Developer Resume Examples & Samples

  • Implementation of models and tools using C++, Java, Perl, SQL, HTML, etc
  • Deploying model and tools into production ensuring that they are efficient and robust
  • Documentation and validation
  • Client Communication: Interface with both internal and external clients as needed
8

Quantitative Developer Resume Examples & Samples

  • Strong Java with experience in low-latency programming, and strong algorithms & data structures
  • Experience with Interest Rate Swaps, Bonds and Stir products: pricing methods, yield curves and trade model awareness
  • Familiarity with a CEP-style programming paradigm
  • Desirable skills - KDB / SQL, Python, ION MarketView platform and API, FIX
  • Experience of integrating analytics libraries
9

Quantitative Developer Resume Examples & Samples

  • Develop and maintain automated model control monitoring systems
  • Write ad-hoc scripts to generate bespoke reports and respond to data requests
  • Identify opportunities for improvements and participate in projects to enhance model control
  • Explain complex problems and their solutions to non-technical colleagues
  • Quickly learn and effectively apply new technologies and programming languages
  • Acquire a high-level understanding of risk and valuation models across the firm
  • Graduate-level education in finance, mathematics, computer science, or similar area
10

Quantitative Developer for Fixed Income Resume Examples & Samples

  • 2) Strong analytical skills in mathematics
  • 3) Excellent team player with good communication skills
  • 4) Fluent in both written and spoken English
  • 5) Computer Science, Financial Mathematics or Engineering majors preferred
  • 6) Mandarin speaking ability is a must
11

Quantitative Developer Month Placement Resume Examples & Samples

  • Knowledge of mathematical finance
  • Knowledge of numerical analysis methods
  • Programming experience in python and/or C++
  • A strong desire to work on real-life difficult problems in mathematical finance
  • Effective communication
12

Equities Quantitative Developer VP Resume Examples & Samples

  • Actively work with the equities desk strats, to mentor and assist in their coding/debugging, to preserve and enhance the integrity of the pricing library, and to enforce its architecture
  • The candidate will police testing and the release process, being responsible for pushing out our weekly build and release, and signing off pricing differences
  • The candidate should therefore have a good intuition for what represents a financially significant change, and a pragmatic but disciplined approach to testing
  • In the longer term, there will be opportunities for the candidate to develop the architecture, for example towards a more functional paradigm, or in the general shift from low-level to higher-level language
  • Prior experience in a similar role in the industry is required
  • An advanced degree, or equivalent, in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering
  • Very strong programming skills in an object oriented language applied within the library of a front office team
  • Good knowledge of Probability, Numerical Analysis, Stochastic Calculus, Approximation theory, Partial Differential Equation and an expertise in either of these subjects
  • Drive and desire to work in an intense team-oriented environment
  • Ability to communicate effectively in both written and verbal English
13

Quantitative Developer Fic & Crt Resume Examples & Samples

  • Develop and maintain processes to obtain, transform, and output market, trade, and valuation data
  • Develop and maintain SDK API and tools for analytics, market data, and valuations
  • Support existing excel spreadsheet tools/addins
  • Maintenance and improvement of existing pricing tools, workflows, batches and operational framework
  • Maintain/ enhance development build processes for continuous integration
  • Extensive programming experience in C++, Python, Windows batch scripting
  • Extensive knowledge of derivatives and financial products, for trading, pricing and risk management
  • Knowledge of relevant applications and risk managements systems and IT
14

Quantitative Developer Resume Examples & Samples

  • Masters or PhD in a quantitative discipline
  • Programming skills in: C++ or Java or KDB/Q or R or Python or JavaScript or other programming languages
  • Strong command in English and communication skills
  • Data science experience
15

Quantitative Developer Resume Examples & Samples

  • Strong C++ development on linux and windows
  • Strong scala or other functional language
  • Good communcation skills. The role will involve cooperation with colleagues in other locations as well as daily interaction with desk strats and modellers
  • Experience of developing quant model libraries is a plus. It is more important to have strong library design skills than to have an in-depth understsanding of the models themselves
  • Experience of building, deploying and supporting XL addins is a plus
  • Experience of build / release process on multiple platforms is a plus (e.g. experience of electric commander, jenkins or distributed build tools and compilation acceleration tools such as Electric Accelerator, DistCC)
16

CO OP Quantitative Developer Foreign Exchange eFX Trading Resume Examples & Samples

  • Develop trading applications and algorithmic trading tools
  • Quantitative data analysis to enable traders and algorithms to make better trading decisions
  • Work with senior team members to develop hedging, pricing and risk strategies
  • Design and management of databases containing market pricing information
  • Create automated reports on liquidity, trading activity for clients and internal use
  • Assistance with the daily operation of the department
  • Strong Programming skills: primary languages used are Java, C#, SQL and VBA; Experience in WPF GUI development is a plus
  • Strong interest in mathematical techniques and statistical modelling in FX markets, experience in quantitative analysis is a plus
  • Ability to manage priorities effectively in a fast-paced environment
  • Knowledge of financial markets is beneficial
17

Quantitative Developer Lead Resume Examples & Samples

  • Experience with working in financial services, in a front-office environment that provides onsite technical support for traders or portfolio managers
  • 4 year hands-on experience on GUI development using .NET/WPF, OO, C#, and in-depth knowledge of native and 3rd party UI libraries and tools
  • Solid experience with SQL server (or other RMDS)
  • Can understand, debug and update existing projects that are written in Excel VBA, Java or Python
  • 4 years working experience on evaluating, analyzing, or structuring, of financial products in equities, fixed income, derivatives and alternatives, working knowledge of Bloomberg terminal and APIs
  • Strong analytical, mathematical and quantitative skills
  • Have working experience with service oriented architecture, strong experience on Agile programming; and,
  • Experience with leading full software development cycle of financial applications or quantitative tools, including requirement gathering, architecture, implementation, QA, and production support
18

Quantitative Analyst / Quantitative Developer Resume Examples & Samples

  • Perform critical review and validation of the quantitative strategies and risk models employed within IM, including all aspects of portfolio construction (asset selection, portfolio optimization, rebalancing, trade-sizing, etc.), risk modeling (across a number of different vendor platforms) and performance assessment of IM’s funds and SMAs
  • Perform critical review of valuation models that inform the Firm’s books & records
  • Perform critical review of vendor risk models and the systems that use them
  • Conduct research in conjunction with IM’s risk team and the quantitative research groups in the equity, fixed income and alternatives asset spaces
  • Undergraduate degree in a quantitative discipline such as Statistics, Engineering or Computer Science
  • Work and/or internship experience with quantitative applications in areas such as finance, economics or business
  • QRMR is an Open Source shop and programming skills under *NIX environments is essential
  • QRMR’s analytic platform is based on R, Python and SQL along with the lower-level languages C++ and Java. Experience in programming on this analytic platform is required
  • Disciplined software-development skills including the use of Git, unit-test frameworks and literate programming
19

Quantitative Developer Resume Examples & Samples

  • Graduate Degree in a technical field (mathematical finance, engineering, physics, math, etc.)
  • 3+ years in a quantitative development role within an investment or commercial / retail bank
  • Strong C++ software skills
  • Strong analytical skills, with statistics and statistical models expertise preferred
  • Experience with model testing (back testing, performance testing, forward testing etc)
  • Experience with loss forecasting
  • Experience with consumer bank models
  • Experience with hazard or transition models
  • Experience with distributed computation
  • Experience handling large data sets, (including SQL and databases, Hadoop etc)
  • Knowledge of Python, MATLAB, R and/or SAS software language
20

Quantitative Developer Resume Examples & Samples

  • Maintain and develop software tools used by the CMBS trading desk
  • Acquire necessary business knowledge to complete the tasks
  • B.Sc. or M.Sc. in computer science or similar area
  • Strong developer skills, in-depth knowledge of any major object-oriented language
  • Affinity towards mathematics (probability theory, statistics)
21

Quantitative Developer Resume Examples & Samples

  • Work closely with traders to develop trading strategies
  • Generate trading signals based on market conditions and other inputs
  • Maintain market data database
  • Backtest and optimize strategies and generate strategy performance report
  • Liaise and interact with IT to implement trading strategies
  • Automate routine tasks
  • Suggest innovative and technical solutions to the business
22

Quantitative Developer FX Resume Examples & Samples

  • C, Java, JNI, SWIG, Python, Xml, Subversion, Cassandra, XLLs, Datasynapse, TeamCity
  • Automated regression testing & unit testing frameworks
  • Knowledge and experience of distributed computing, caching and data affinity
  • Graph computing
  • Linux scripting & makefiles
23

Quantitative Developer Resume Examples & Samples

  • Outstanding C++ knowledge
  • Familiarity with Windows and Linux development
  • Ability to implement industry best practice
  • Good command of programming using C++, Python and VBA
  • Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage
24

CO OP Quantitative Developer Foreign Exchange eFX Trading Resume Examples & Samples

  • Develop
  • Quantitative
  • Strong
  • Ability
25

Associate Director Front Office XVA Quantitative Developer Resume Examples & Samples

  • At least two years’ direct XVA development experience preferably from a front office modeling or development team
  • Exceptional programming skills in C++ with ability in code design and optimization, memory management, and parallel computing on internal or cloud computing grid; knowledge of other programming languages and big data solutions is a plus
  • Solid numerical technique skills in PDE and American Monte-Carlo simulation
  • Solid knowledge of fast risk sensitivities techniques such as dependency tracing and Adjoint Algorithmic Differentiation (AAD)
  • Strong communication and interpersonal skills and a team player
  • Ability to work well in a fast-paced environment with changing priorities
26

Quantitative Developer Resume Examples & Samples

  • Good understanding of the lifecycle of a trade
  • Real trading experience is a plus
  • Strong Perl/Python/Shell scripting skills
  • Experience with R/SAS/Matlab
  • Experience with Kdb/q a plus
  • LI-DS1
27

Alpha Platform Quantitative Developer Resume Examples & Samples

  • Senior representative of Alpha Technology team in London. Primary point of contact for London-based Portfolio Management and Research teams
  • Understand the BlackRock technology platform and integrate the alpha platform into it
  • Work with BlackRock technology teams that support Model-Based Fixed Income, to ensure that they understand our requirements and build well-suited tools
  • BA / BS in Computer Science or related discipline
  • Experience working in trading or finance related fields, with experience of software development, platform development and the end-to-end delivery of quantitative investment models
  • Experience and comfort with agile development methodologies, including iterative development, extensive unit testing and continuous integration
  • Experience working with database and related technologies. Experience with large data sets, cloud-based solutions, and machine learning techniques a plus
  • Excellent analytical, problem solving and project management skills
  • Strong programming skills in several of the following: Python, R, MATLAB, SAS, Java, C++, C#, Web Development
  • A broad understanding of Fixed Income assets and markets is a plus
28

Quantitative Developer, VP Resume Examples & Samples

  • Familiarity with numerical methods and analytics libraries
  • Experience working in a Front Office environment, ability to engage with business users
  • Knowledge of fixed income attribution
29

Quantitative Developer Resume Examples & Samples

  • Unify risk scenario definitions to ensure consistency across asset classes (vanilla and exotics) and reach bank-wide consistency in risk and P&L Explain representation
  • Integrate new Data (Market, parameters, risk definitions) Retrieval process into the library
  • Switch to new repository for Model Parameters and Risk Definitions
  • Review dependency analyser process (to analyse which market data / parameters the trade is sensitive to) and interface it against the Data retrieval process
  • Review and adapt current Risk Manager to new CIB platform, the goal being to share as much as possible of the engine between the different asset classes (Rates, FX, Equity, Credit)
  • Extensive experience with C++
  • Strong knowledge of fixed income flow products
  • Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization
30

Quantitative Developer Resume Examples & Samples

  • Develop software tools in support of the FIGO trading desk
  • Support the development that will grow business in a timely manner
  • Provide technical and operational support on all components of the front office trading platform and provide technical and operational support for the FIGO desk
  • Help ensure that trade and position information passes properly to custodians, accounting, regulatory authorities, risk management, and other groups/organizations that require data
  • Proactively identify operational risks/ control deficiencies in the business
  • Review and comply with Firm Policies applicable to business activities
  • Escalate operational risk loss events, control deficiencies and risks that you identify to your line manager and the relevant risk and control functions promptly - failure to do so may subject you to disciplinary action, up to and including termination
31

Quantitative Developer Resume Examples & Samples

  • Develop the new MQA Testing Framework in Python
  • Web frontend development for aggregated data, usage analytics, centralized control
  • Onboard existing asset specific testing frameworks to the new centralized infrastructure
  • Good command of programming Python
  • Proven track record of development of python based library or software infrastructure
  • Understanding unit testing, regression testing concepts
  • Knowledge or experience of web frontend development is an advantage
  • Outstanding Python knowledge
32

Core Analytics Quantitative Developer Executive Director Resume Examples & Samples

  • Lead the Core Analytics team in New York and coordinate with the team in other regions
  • Integrate the C++ libraries into the scala risk and pricing engines
  • Collaborate with modelers and desk strats to build new models
  • Ensure a consistent modeling approach across regions
  • Experience managing people and projects
  • Excellent library design skills
  • Excellent programming skills in C++ and in a functional language
  • Degree in a numerate/technical subject such as Mathematics, Computer Science, Physics or Engineering
  • LI-EM1
33

Core Analytics Quantitative Developer VP Level Resume Examples & Samples

  • Design and maintain the fixed income quant libraries
  • Collaborate with modellers and desk strats to build new models
  • Ensure a consistent modelling approach across region
  • Improve the efficiency of core development functionalities
  • Comfort and experience in a high-pressure dynamic environment
  • Ability to communicate and function within a diverse, global team
  • Demonstrable knowledge and understanding of Interest Rate and FX products
  • Proven track record of high productivity with high quality outputs
34

Quantitative Developer Quant Vol Trading Strats Resume Examples & Samples

  • Solid quantitative background in Physics, Chemistry, Math, CS, Statistics, Mathematical Biology or other relevant field
  • Programming experience in C++, Java, Scala, or Python
  • Strong track-record of excellent software design
  • Extensive experience with modern C++
  • Experience working in a large and complex code-base
  • Experience in the design and operation of distributed systems and multi-threaded applications
  • Experience with linux, sockets, and the networking stack
  • Knowledge of modern computer architectures
35

Foreign Exchange Derivatives Quantitative Developer Resume Examples & Samples

  • Develop and implement models, strategies and analytics tools for the Foreign Exchange trading desks, covering vanilla options and exotics, among other products
  • Monitor and analyze the effectiveness of valuation and risk models and calibration methodologies, and enact new developments as needed
  • Acquire business knowledge in Fixed Income and Foreign Exchange derivatives in particular
  • Work with desk strategists, traders, IT, controllers, model reviewers and other departments
  • Participate in development and enhancement projects
  • Be open to learn and apply new technologies and programming languages
  • Programming experience in C++, Matlab, Java, Scala or other programming languages
36

Interest Rates Modeling Quantitative Developer Resume Examples & Samples

  • Develop and implement models, strategies and analytics tools for the Structured Rates trading desks, covering vanilla options, exotics and hybrids, among other products
  • Acquire business knowledge in Fixed Income and Interest Rate derivatives in particular
  • Write model documentation and contribute to the model certification process
  • M.Sc. or Ph.D. in financial engineering, mathematics, physics, statistics, engineering, computer science, informatics or a related quantitative field
  • Programming experience in Matlab, C++, Java, Scala or other programming languages
  • Familiarity with stochastic calculus, derivatives pricing and numerical techniques is an advantage
  • Genuine interest in finance, mathematics and technology
  • Attention to detail, accuracy in everyday work
  • Flexibility to adjust to changing priorities
37

Quantitative Developer Resume Examples & Samples

  • Data acquisition
  • Experience with quantitative analysis and tools, either in finance, science or other numeric fields
  • Programming and data manipulation experience in R or comparable language
  • Knowledge of financial data, markets and basic accounting concepts
  • VBA experience is helpful
38

Quantitative Developer Resume Examples & Samples

  • The position is a quantitative developer role to develop, optimise, extend and maintain the infrastructure which underpins the core model validation workflow. The role will include
  • Development of controls around the classification and appropriate usage of models used within the Bank
  • Development and management of the Python production processes related to the test infrastructure used by GMVG and the publication of validation evidence and documentation
  • Ensuring the consistency and maintaining the integrity of the relevant control processes related to validation evidence and documentation
  • Collating business requirements from GMVG users and driving design decisions as part of system development to meet evolving requirements, many of which are business-critical
  • Developing components of the independent model validation library
39

Quantitative Developer Resume Examples & Samples

  • Develop new pricing models for CFDs, repo and margin loans
  • Develop any infrastructure required for backtesting new models
  • Develop/extend trade XML parsers for any new products in scope
  • Liaise with Risk/IT counterparties
  • Document new models as required
  • The successful candidate must be self-starter, patient and detail-oriented
  • Be able to build consensus and influence decision
40

Model Risk Group Quantitative Developer Corporate Associate Resume Examples & Samples

  • Exceptional C++ development skills in a numerical (scientific) programming setting
  • Experience with numerical methods (finite differences, Monte-Carlo)
  • Inquisitive nature, ability to ask right questions and escalate issues; Risk & Control mind-set
  • Experience with Python, including Scientific Python
  • CUDA development experience
  • Experience of delivery in an investment banking or other banking environment
  • Experience with derivatives risk systems or other systems based on the application of financial models
  • Experience of GIT
  • Experience with UNIX or Linux systems
  • Experience of the full software lifecycle: design, coding, test, deployment, and ongoing support
41

First Quantitative Developer Consultant Resume Examples & Samples

  • Maintain, co-ordinate and enhance development and development environment, communication, tests and best practices
  • Development, delivery and support of tools based on FIRST analytics libraries
  • As and when needed liaise with relevant internal functions such as various teams in the IT Department and Market Risk
  • Good command of Python, VB Script, JavaScript or an equivalent script language
  • Experience in coding in and object oriented language (C, C++, C#, Java)
  • Master degree in Mathematical Analytics or Statistics with option Computer Science, Engineering or Equivalent
  • Knowledge of FX and Global Markets and OTC derivatives (including trade life cycle) is a plus
  • Strong Excel Skills are mandatory
  • Knowledge in French is a plus
  • Be driven, enthusiastic and dynamic in search of improving processes, controls & procedures
  • Control awareness
  • Effective problem solver and consensus builder
  • Available to a training period abroad (2 to 6 months in London)
42

Model Validation Quantitative Developer Resume Examples & Samples

  • You have a background rich in quantitative study: a Master of Science or a doctorate in a quantitative subject
  • Whether it was in the front office or the Risk department, you have all the benefits gained from at least five years in the development or validation of financial models for capital markets
  • You’ve got all the answers to questions about capital markets. How do they work? What are their products and the most important risk factors? How are the risks presented and given form in the market? What are the short-comings of the industry standards?
  • Your knowledge of stochastic processing and derivative pricing techniques is as deep as it is profound. You top it off with a strong understanding of the asset pricing and a variety of arithmetical techniques
  • With at least 10,000 lines of code written in C++/ C#, you have the experience we are looking for. Anything less, or skills based in other languages will not translate into a successful application
  • Doubts? You have the ability to question methodology. The solutions you propose are excellent alternatives
  • With critical and supportive skills, you have exactly what’s needed to ratify new ideas. You also examine problems from several different perspectives
  • Your strengths speak for themselves. You’re result-oriented and manage your time efficiently, keep your eye on the mission at hand and work to the highest standards, making full use of the resources available
  • When a project comes your way, you make it your own. You act autonomously and are quick to pursue further steps and additional possibilities
  • You’ve got what it takes to master the methodologies within the scope of the RMIR. As such, you’ll soon know when, where and how they fit in with each other
  • You bring your ideas across clearly in fluent English. And you get straight to the point when you put your words on paper
43

Quantitative Developer Resume Examples & Samples

  • Collaborate with quantitative analysts and developers develop new investment strategies, signals, ratings and original research
  • Pull, clean, and analyze large data sets of financial information
  • Present results to relevant stakeholders across the organization
  • Generate new ideas to shape the research agenda of the Quantitative Research team
44

Quantitative Developer Resume Examples & Samples

  • While not strictly required, the ideal candidates will have a strong combination of software development skills, quantitative skills, and finance background
  • Experience using several programming languages, including either Java or C++ (and ideally both), is required
  • SQL experience is helpful
  • Practical knowledge of at least one scripting language (Perl, Python) is required
  • Strong troubleshooting ability; good attention to detail
45

Risk Infrastructure Quantitative Developer Resume Examples & Samples

  • Develop scalable, optimized components for cross-asset risk computation
  • Design and develop various analytical/trading applications for desk (traders and strats)
  • Analyze and optimize performance of realtime, intra-day and end of day risk computation
  • Provide support for risk engine and distributed grid infrastructure, and resolve production issues in a timely manner
  • Communicating with strategists and other stakeholders
  • Excellent code development skills
  • Ability and willingness to quickly learn new technologies (tools, programming languages, existing code etc)
46

Quantitative Developer Resume Examples & Samples

  • Development and maintenance of the in-house C++ pricing libraries
  • Development and maintenance of multi-threaded servers for delivering data to users
  • Work on general efficiency improvement and optimization of the analytical library
  • Work with IT teams to integrate analytic libraries
47

Senior Quantitative Developer Resume Examples & Samples

  • Participate in project planning sessions, working closely with quantitative analysts and other team members to analyze requirements and provide design recommendations for complex systems
  • Design and develop new software or make modifications to existing software using disciplined processes, adhering to industry standards and best practices, as related to interest rate modelling and all aspects of predictive analytics
  • Assist in validating that financial models have been correctly implemented for their intended use
  • Demonstrate software to all stakeholders
  • Share knowledge and provide technical guidance to other team members within areas of expertise. Present ideas clearly and engage in complex discussions regarding financial engineering with a wide range of colleagues
  • Prototype and productize innovative components that are fully capable of addressing current and future problems in financial risk management and risk-based pricing. This will include partnering with other development groups
  • Master's degree in Applied Mathematics, Statistics, Financial Engineering, Actuarial Science or Computer Sciences as well as five (5) years’ related work experience. Alternatively, exceptional candidates with a Bachelor’s degree and related work experience will also be considered
  • Proven software engineering experience throughout the SDLC using Microsoft C++ and .Net/C#, especially in the field of financial software
  • Development experience with SQL Server RDBMS
  • Exceptional mathematical and analytical skills
  • Superior interpersonal, communication and presentation skills
  • Ability to work independently with the flexibility to adapt to changing business needs
  • Delivery-oriented team player who takes responsibility for the team’s success and strives to continually learn and improve
48

Quantitative Developer Systematic Options Resume Examples & Samples

  • A Masters or PhD Degree in Computer Science or a quantitative discipline
  • At least 2 year experience in a quantitative options business (automated market making or volatility arbitrage)
  • Proven expertise with
49

Quantitative Developer x Market & Counterparty Risk Modelling Resume Examples & Samples

  • A strong academic background, with at minima a Masters in mathematics, physics or quantitative finance
  • Design and implementation of quantitative models, using C#, JAVA or C++ (and object-oriented programming in general), in a source-controlled environment (e.g. SVN)
  • Proven experience in a quantitative finance environment, preferably in a market risk model development capacity – knowledge of asset simulation and stochastic models is a must
  • Practical knowledge of derivatives, their risk drivers and pricing models
  • Exposure to one of the following asset classes: credit, repo, IR/FX, equity, commodities
  • Understanding of large production systems in some detail, both from algorithmic and performance perspectives
  • Good grasp of the current regulatory framework (especially FRTB) and its implications on banks’ operations constitutes a significant plus
  • Work to meet tight deadlines
50

Fixed Income Electronic Trading Quantitative Developer Resume Examples & Samples

  • Working with the MET Quant group and Trading desks to build new, and run the existing quoting, hedging and execution algorithms and develop the ability to rapidly react to changing market conditions and optimise the value of the overall franchise
  • Building algorithms and core infrastructure towards a common cross-asset platform, focusing on Flow Rates and Credit, allowing Quants to develop electronic trading components and strategies
  • Architecting well-designed, robust and reusable algorithmic components to enable agile prototyping, testing and back-testing of trading strategies
  • Working with technology to help manage and deploy the platform
  • Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment
  • Expert programming skills in either Java or C++ with working knowledge of Linux scripting in an enterprise environment
  • Previous experience of using databases such as kdb and Q
  • Proven experience of algorithmic design, software architecture/engineering, profiling and performance optimisation skills
  • Experience in algorithmic market making, ideally of Flow Rates products
  • Relevant education such as a Bachelor of Science (BSc)/Master of Science (MSc)/Doctor of Philosophy Degree (PhD) in a relevant subject such as Finance, Maths, Physics, Computer Science, Econometrics, Statistics or Engineering, or the equivalent work experience or qualifications
51

Quantitative Developer Resume Examples & Samples

  • Design and develop research libraries and applications using Python as a primary language
  • Work with in-house IT team to improve database and other infrastructures
  • Coordinate with execution desk on proper execution of trading strategies
  • Manage risk and analytics reports
  • Solid understanding of computer science concepts: program structures, algorithms, object-oriented programming and design patterns
  • Demonstrates ability to develop robust, maintainable and efficient code
  • 2-3 years of professional experience with Python
  • Python proficiencies include: Pandas, Numpy, Scipy, database libraries such as SQLAlchemy, and unittest
  • Source control with Git
  • Knowledge of development best practices
  • Excellent technical writing and data presentation skills
52

SAS / Risk Quantitative Developer Resume Examples & Samples

  • Develop, test, and maintain data and analytics needed for risk and finance models,
  • Process analysis and process improvement,
  • Exceptional SAS development skills. 2-4 years experience designing and developing in SAS on Unix based platforms
  • 3-5 years experience with Unix shell scripting
  • 3-5 years experience with SQL
  • Experience with version control tools and processes (Subversion, CVS, Clear Case etc.)
  • Programming experience in additional languages, especially C++, Python, R
53

Quantitative Developer Resume Examples & Samples

  • Develop and support bespoke research and investment tools and systems
  • Develop technical solutions to reduce ongoing support requirements
  • Undertake ad-hoc development, implement bug fixes, BAU enhancements and process improvements as required
  • Work interactively with the investment team to ensure the technology evolves with changing business needs
  • Ensure the team’s systems integrate into the corporate data and technology platforms
  • Analytical academic background (e.g. computer science, information technology, mathematics, statistics, economics, econometrics, … )
  • Strong knowledge of Microsoft SQL Server, T-SQL
  • Knowledge of VBA / Excel
  • Knowledge of another programming language (e.g. C#, Matlab, R, Python, …)
  • Good knowledge of the types of data and systems relevant to an investment environment
  • Experience in a professional development environment (source control, unit & integration testing, release and change management, …)
  • Previous experience working on front office systems
  • Experience using C#.NET (including WCF/WPF)
  • Experience using MATLAB
  • Knowledge of alternative data management and distributed computing systems (e.g. NoSQL, Hadoop, AWS, Azure, …)
  • Knowledge of basic web development (HTML, Javascript)
  • Experience in building robust scalable systems
  • Familiarity with quantitative equity investment processes
  • Familiarity with risk models, portfolio optimisation techniques and/or transaction cost modelling
54

Quantitative Developer / Analyst Resume Examples & Samples

  • Strong understanding of marketing e.g. audience segmentation and analysis to help drive towards building personas (whether that be an experience, a piece of communication, educational materials, a service, etc.)
  • Programming skills in prototyping languages like python; Statistical skills and experience; Ability to work with large databases using SQL
  • Banking experience is a plus, but not required as long as the candidate possesses a strong curiosity and ability to quickly learn and assimilate new skills, as needed
  • Possesses an attitude of getting things done and delivering results while keeping long term goals and objectives in mind
  • Solid business acumen and executive-level communication (verbal and written)
55

C Quantitative Developer, Associate Manager Resume Examples & Samples

  • Advanced degree (Masters or PhD) preferred in Mathematics, Physics, Engineering, Computer Science, Finance or a related discipline
  • Experience in C# development tools and high-level object-oriented programming. Experience in C++ will also be considered valuable
  • Experience with a cross section of derivative products including foreign exchange, interest rate, credit and equity derivatives. Experience in fixed-income analytics (mortgage, bonds, …) will be a plus but not the only determinant
  • Strong Excel capabilities with tracked experience in XLL add-in development
  • Java programming experience would be a plus but not mandatory
  • Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner
  • Excellent communication, organizational and people skills
56

Alpha Platform Quantitative Developer Associate Resume Examples & Samples

  • Implement a leading-edge platform, primarily in Python, for the development and deployment of model-based trading strategies
  • Build new reporting and visualization tools to help the portfolio management and research teams’ better understand model performance, both in backtest and live trading
  • Work with the research teams to implement new signals and strategies and teach them how to improve their model code and development practices
  • Identify, and implement, opportunities for automation and improvement of operational processes
  • Strong programming skills in several of the following: Python (preferred), R, MATLAB, SAS, Java, C++, C#
57

Quantitative Developer Resume Examples & Samples

  • Experience of rapid allocation development in a similar role elsewhere, either at anohther bank or in a software house
  • Experience in user experience (UX) design
  • Analytics library development
  • Software engineering
  • Extensive C#WPF and ReactJS experience
  • Experience of other programming languages, including C++, Java, Python and Perl
  • Windows and Linux development
  • Previous work in the finance sector
  • A good bachelor’s degree
  • Possibly a Computer Science or Software Engineering degree
58

Point Senior Quantitative Developer Research Data & Infrastructure Resume Examples & Samples

  • Lead the design, implementation and maintenance of the team’s research and trading databases and infrastructure
  • Responsible for the development and enhancements of various systems for sourcing, cleaning and processing research data. Work with quant researchers to build high-performance data APIs
  • Design and build clean and informative data diagnostics and reports for both research and trading data and lead the effort for the monitoring of various daily data and production processes
  • Work closely with portfolio managers and researchers and Point72 data sourcing teams to actively identify, collect and integrate new data sources
  • Work with quant researchers to design and build highly efficient and scalable research and backtesting infrastructure
  • The ideal candidate will have a strong combination of software development skills, quantitative skills, and finance knowledge
  • B.S. or higher in Computer Science, Engineering, Mathematics, Physics or other quantitative discipline
  • Five or more years of on-job experience and demonstrable proficiency in designing and building of complex large scalable data warehouses. Must be expert in SQL database design and programming
  • Must have intimate knowledge and hands on experience with at least a subset of the common fundamental, quantitative and risk vendor data sources
  • Superb knowledge in software engineering concepts and practices; five or more years of on-job programming experience in SQL, Python and Java required
  • Experience with at least one of the statistical programming languages/packages (e.g., MATLAB, R) a strong plus
  • Experience in Market data processing and knowledge/experience with KDB highly desired
  • Experience with processing high volume non-structured datasets a strong plus
  • Possesses vision and experience in designing and building large and complex systems with many moving parts
  • Able to reasonably lay out project plans and follow through with excellent implementations
  • Effective communicator of system design, architecture and other ideas
59

Point Senior Quantitative Developer Trading Systems Resume Examples & Samples

  • Be the lead developer responsible for the full lifecycle design, implementation and testing of the team’s global order and execution management systems
  • Lead the production support and monitoring of the health of the team’s trading infrastructure
  • Work with Portfolio Managers, researchers to gather business and technical requirements for the systems and lead its implementations; including, but not limited to, designing and building tools and interfaces to help the integrations of new trading strategies and handle the technology work required for trading new markets or new asset classes
  • Working with Point72 infrastructure and execution technology and trading research teams to design and build new features and enhancements to increase system throughput, reduce latency and improve execution quality
  • The most successful developers combine a passion for architecting scalable, modular solutions with the ability to generate efficient, elegant and readable code
  • B.S. or higher in Computer Science, Engineering, Mathematics, or other quantitative discipline
  • Five or more years of experience building real-life scalable and multi-threaded trading/execution systems in a quantitative investment environment
  • Demonstrated proficiency in object oriented programming in Java is required. Experience in C++, Python, MATLAB, and R is a strong plus
  • Experience with market data handling
  • Knowledge in FIX protocol is a plus
  • Understanding of database design and experience in SQL
  • Detail-oriented and pays great attention to the all phases of a software development project, from design to implementation to testing to post-delivery enhancement and follow up
  • Highly motivated, willing to take ownership of one’s work, and takes pride in delivering product of the highest quality
60

Senior Quantitative Developer Resume Examples & Samples

  • Participate as a team member in the agile (Scrum) process throughout the SDLC to produce high performing, advanced risk analytics for our customers
  • Participate in project planning sessions, working closely with business analysts, development and QA team members to analyze requirements and provide design recommendations for complex systems
  • Design and develop the product’s predictive analytics capabilities using disciplined processes, adhering to industry standards and best practices
  • Take part in reviews of work, e.g. design and code reviews, and demonstrate software to all stakeholders
  • Understanding of OOAD, data structures and algorithms, parallel and distributed computing
  • Development experience throughout the SDLC using R, .Net/C# and SQL Server
  • Experience with predictive analytics software development, including
  • Experience with NoSQL databases for BIG Data applications managing terabyte/petabyte data sets (e.g., Hadoop, MongoDB, Redis)
  • Experience with reporting and BI tools (e.g., SSRS, COGNOS, Business Objects, Jaspersoft)
61

Quantitative Developer Resume Examples & Samples

  • Evidence of ability to conduct independent quantitative analysis
  • Software development in at least one of (C++/.NET(C#))
  • Mathematical modelling
  • Demonstrable interest in the financial industry
  • PhD level mathematical ability or equivalent professional experience
  • Experience of using software to solve complex quantitative problems
  • Proven experience as a quantitative analyst
  • Proven experience in financial industry
  • Market / credit risk experience
  • Software design
  • Excel-VBA
  • Experience on a large scale ‘enterprise’ risk software product or suite of products
62

Quantitative Developer C++ / JavaScript Resume Examples & Samples

  • Masters or Ph.D. in a technical field (e.g. computer science, engineering, applied mathematics, physics, computational finance, applied economics, or physical sciences)
  • Strong programming skills in C++
  • Experience with JavaScript architecture design and implementation is strongly preferred
  • In depth knowledge of algorithms and data structures and object-oriented analysis and design
  • Knowledge in financial data (especially real-time streams) and processing them through multi-tier architectures is highly desirable
  • A strong desire in demonstrating financial models and analytics via web-based real-time applications
  • Familiarity with Unix/Linux environment and tools, and Perl
  • Familiarity with applied statistics and probability theory
  • Ability to effectively communicate quantitative concepts and results
  • Familiarity with SQL and relational database systems
  • Highly self-disciplined, detail and results oriented
63

Quantitative Developer Macro Non Linear Resume Examples & Samples

  • Develop a Python pricing framework for the Macro Non Linear models that would be used by both the quants and traders. It will be developed initially to cover the ROST business requirements, and then extended to support all asset classes in Macro Non Linear
  • Develop the functionalities in the Omega library required for shocking the market data in the strategic MOSS system
  • Write the documentations of models and metrics as required by the model risk remediation
  • Support the ROST business (trading and quants)
  • Support other quants from Macro Non Linear
  • Post graduate degree in a technical discipline (STEM) from a top-rated university. Ideally with a background in computer science and/or financial engineering
  • 3+ years of in depth C/C++ knowledge is required. Experience with other languages is preferred (Python, C#, F#)
  • 5+ years of experience in developing pricing and risk infrastructure
  • 3+ years of experience on option products and developing in a shared codebase with multiple developers
  • Methodical aptitude for problem solving
  • Keen and able to learn quickly. Able to adapt to change and work in a fast changing environment
  • Able to work independently and collaboratively within a team
  • Able to explain technical concepts to non-technical users
  • Uses initiative to spot potential problems and finds innovative ways to solve them
  • Able to balance tactical and strategic solutions in line with the overall needs of the bank, delivery focused
64

Quantitative Developer High Frequency Resume Examples & Samples

  • Building high-performance/low-latency trading components for both live trading and simulation
  • Developing a trading platform that holds the core strategy component, inputs the market data and outputs the trading signals to markets for execution
  • Refining, and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components
  • Developing a data recording, cleaning and storage mechanism
  • Developing a booking, position keeping and reconciliation mechanism
  • Responsible for technology infrastructure systems development, which includes connectivity, maintenance, and internal automation processes
  • Troubleshoot and resolve any systems related issues and handle the release of code fixes and enhancements
  • Maintaining the production and research systems and software setup, ensuring its stability, robustness and security
  • Participating in the execution monitoring
  • Participating in some execution/intra-day alpha research projects
  • Strong software development skills. Solid low latency trading systems C++ experience. Some experience in R/SQL is a plus
  • At least 4 years of developer experience in a quantitative business preferably in High Frequency Trading
  • Self-motivation and enthusiasm to learn about end to end trading systems and markets
  • Undergraduate (higher degrees preferred ) in Computer Science or a similar discipline
  • Candidate must have broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
65

Quantitative Developer Resume Examples & Samples

  • Working collaboratively with quants on implementing pricing and risk management algorithms for our API and Velocity client base. These algorithms are to be implemented in our greenfield complex event processor (CEP) framework
  • Close interaction with quants to understand functional and non-functional requirements within the CEP environment
  • Mentoring more junior members of the technology team, and improving Java knowledge base within the quant team
  • Deep understanding of data structures, algorithms, multithreading etc
  • Exchange architecture knowledge across various protocols (FIX/FAST/ITCH/OUCH), connectivity implementation and optimisation for both order execution and market data
  • Electronic FX/STIRT background
  • Exposure to strategy development and backtest environments
  • Low latency Java development
  • Ability to deep profile code, identify weaknesses and significantly improve latency metrics
  • Highly business focussed and commercial
  • Quantitative modelling experience
  • Proven ability to both architect and deliver complex technology projects
66

Lead Quantitative Developer Resume Examples & Samples

  • 5+ years of developer experience in a quantitative business preferably in High Frequency Trading
  • Detail-oriented with excellent analytical and problem-solving skills to continuously evolve with the changing market challenges
  • Willing to take ownership of work, working both independently and within a small team
  • Broad knowledge and experience with performance tradeoffs for common hardware and technology decisions
67

Credit Quantitative Developer Associate / VP Resume Examples & Samples

  • Working as part of a team as well as on an individual basis
  • Testing and reporting framework development including tools
  • Library development on Windows and Linux
  • Library re-architecting (under direction) including analytical code
  • Library extensions and enhancements as dictated by the trading desks
  • Liaising with quant groups in other asset classes
  • Communication across all asset classes, IT and the trading desks
  • At least 3 years in a technical environment
  • Strong Python and C++ essential
  • Good relevant degree (E.g. Computer Science, Maths, Engineering, Physics)
  • Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up
  • Ability to clearly communicate progress and importance of projects to non-technical clients of the Library
68

Commodities Quantitative Developer Associate Resume Examples & Samples

  • Improve the library architecture; involving all aspects of the library from low level types, interface functions, multithreading, and memory management to separation of modelling parameters and market- and trade-data
  • Integrate and leverage the cross-asset interface library to efficiently deliver regulatory requirements such as Basel 3 and Annual Stress Tests
  • Streamline and formalise the build, test, and release procedures; ongoing focus on improving speed, reliability and testing coverage
  • Code reviews to assure quality across the Commodities quant team’s development
  • Development work to provide new functionality to the business
  • Supporting trading, IT, and other quant teams
  • 3-5 years development required
  • Well versed in the SDLC, particularly rapid delivery to, and support of, demanding users
  • Knowledge of (quant) library architecture a significant advantage
  • Exposure to mathematical finance preferred
  • Strong C++ essential
  • Good knowledge of Python and Excel beneficial
  • Linux experience also beneficial
  • Bachelor’s degree in Computer Science, Mathematics, or a Mathematical Science
69

Quantitative Developer Resume Examples & Samples

  • Develop cross-asset analytical and testing tools
  • Work on cross asset data analytics projects
  • Standardize existing solutions into a coherent application stack
70

Fixed Income Quantitative Developer Resume Examples & Samples

  • Vice President, 5+ years in financial services, technology, or similar industries
  • Experience managing a small team
  • Experience partnering with resource across regions and timezones
  • Bachelor's degree (or higher) in computer science or related discipline
  • Knowledge of current web technology stack (HTML5, jquery, angularjs, bootstrap)
  • Knowledge of high-level OOP language (e.g. Java/C#)
  • Experience with VBA/Excel
  • Knowledge of shell scripting and unix environments a plus
  • Knowledge of Q/KDB and/or Python a plus
71

Quantitative Developer Resume Examples & Samples

  • Develop and specify processes around the internal market risk models and their associated time series
  • Develop risk methodologies to be used for market risk measurement
  • Implement prototype solutions in C# (or some other relevant programming language) for methodology changes and enhancements
  • Evaluate the impact of the new models and capital rules
  • Work with the Collaborate closely with the data team to ensure that the historical data used in all calculations are appropriate
72

Quantitative Developer / Data Scientist Resume Examples & Samples

  • Develop and maintain technical solutions to meet the Bank’s needs related to liquidity risk monitoring
  • Provide thought leadership related to the build out of the Bank’s liquidity risk analysis toolkit
  • Act flexibly and cross-functionally to deliver value-adding solutions in accordance with project plans, and in accordance with internal standards and policies
  • Enhance existing processes through efficiencies such as sourcing improvements, automation, and migration to production solutions
  • Develop detailed documentation of processes, procedures and supporting analysis related to both model development and model implementation
  • Improve existing models and processes at all points along the production chain, including design, development, validation, calibration, documentation, implementation, monitoring and reporting
  • Keep pace with developments in the regulatory environment, risk technology (vendor and internal), and financial services industry
  • Demonstrable track record of application development, preferably in the finance technology space
  • Experience with data architecture concepts, data mining, and development of custom applications
  • Experience with SQL Server, JavaScript, R, Python, and/or Tableau a plus
  • Degree in a quantitative field, such as analytics, computer science, statistics, engineering, applied mathematics, economics, finance or a related field. Bachelor’s degree required, MS/MA preferred
  • Strong working knowledge of Bank liquidity management a plus
  • Strong problem solving abilities, ability to think “outside the box”
  • Aptitude for detail and a strong commitment to accuracy
  • Ability to summarize complex business problems for different audience levels with clarity and brevity
  • Adept at working in a fast-paced, high-energy environment
  • 3-5 years of applicable work experience
73

Graduate Software / Quantitative Developer Resume Examples & Samples

  • Software Developer - you will work on a variety of existing and new projects using a range of technologies to solve complex application and business related problems. Your responsibilities will range from developing code and small bug-fixes, to client enhancement requests and new project development. Your role will include requirements and code handover with the other groups in the development lifecycle, during which you will accurately communicate the milestone updates, highlighting any risks and technical challenges
  • Quantitative Developer – you will help develop, maintain, and support our risk calculation engine – Adaptiv Analytics, a highly-engineered product capable of conducting complex financial risk calculations in a superiorly performant manner! As a member of our team of global quantitative specialists, you will be involved in the entire lifecycle of financial model development: engaging with clients, performing independent research, as well as designing and implementing models in C# .NET in a mathematically accurate and highly performant manner. Your responsibilities will include both small bug-fixes and larger project development, working closely with our other product development teams to deliver new functionality to meet our clients' needs. You will accurately and confidently communicate milestone updates to the team and its immediate dependents, highlighting any risks and challenges
  • Proactive and self-motivated, seeking challenging work!
  • Strong academic background, targeting (or achieved) a minimum 2:1 in a numerate/technical discipline
  • Prior experience in programming (in any programing language)
  • Keen interest in both technology and finance
74

Senior Quantitative Developer Resume Examples & Samples

  • You have a background in Statistics, Probability, Linear Regression and time series analysis
  • You have strong technical and programming skills including R, Java, SQL and Linux
  • You have effective communication skills
75

E-frc Quantitative Developer Resume Examples & Samples

  • Strong server-side Java development skills, including expertise in multithreaded programming with excellent design and problem solving skills (hands-on experience in the following areas (as a plus): building distributed systems and/or Java messaging technologies)
  • Hands-on experience with Agile methodologies, especially Scrum applied solutions to cater for non-functional requirements including stability, capacity and scalability and manageability
  • Experience working closely with trading and sales to elicit initial requirements and then iteratively refine these to remove any ambiguity. In fact, you feel comfortable picking up any tasks required to deliver a feature as you have developed a well-rounded skill set through your involvement in all aspects of software delivery
  • Strong written and verbal communication skills in English, and ability to work as part of a global team
76

Quantitative Developer Resume Examples & Samples

  • Bachelor's degree in computer science, applied mathematics, or another technical discipline
  • Strong numerical programming skills
  • Experience with scientific computing, algorithm development, or pattern recognition
  • Experience developing high-performance, multi-threaded applications using several programming languages including Java and C++
  • Knowledge of scripting languages such as Perl, Python, and UNIX shell
  • Background or interest in building large-scale, real-time, and distributed applications
77

Algorithmic Quantitative Developer C Resume Examples & Samples

  • Designing, building, testing and refining algorithmic strategies across the execution and systematic trading desks
  • Working with quantitative analysts and technologists to better calibrate and parameterise risk management strategies
  • Providing quantitative justification for the refinement of trading business logic
  • Driving analytics and content creation for interaction with clients
  • Producing management information for senior leadership
  • Building and enhancing the back-testing frameworks within the firm
  • Strong programming skills in one of the following technologies - C++, Java or KDB
  • Experience/understanding across the following domains
78

Quantitative Developer Resume Examples & Samples

  • Develop, enhance and maintain liability and asset pricing library for Variable Annuity (and other annuity business)
  • Support analysis and research related to implementation of hedging strategies
  • Strong C++ programming experience
  • Solid written communication skills
  • Creative problem solver with an aptitude for complex technical work
  • 3-5 years working experience in developing complex pricing libraries to support derivatives business
  • Higher degree in financial engineering, mathematics, computer science, statistics or similar quantitative field preferred
  • Knowledge of financial instruments and derivatives is a plus
  • Familiarity with multi-threaded programing and CUDA preferred
  • Experience programming with Python is a plus
79

Quantitative Developer Resume Examples & Samples

  • Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the banks’s IT systems
  • Support model release processes including integration, regression testing, user acceptance testing
  • Code C# quantitative libraries
80

Senior Quantitative Developer Resume Examples & Samples

  • Master's degree in Applied Mathematics, Statistics, Financial Engineering, Software Engineering or Computer/Information Sciences as well as five (5) years’ related work experience. Alternatively, exceptional candidates with a Bachelor’s degree and related work experience will also be considered
  • Experience developing mathematical, statistical modelling and/or analytics applications for the banking, financial services or insurance industries
  • Knowledge of OOAD, data structures and algorithms, parallel and distributed computing, SoA and multi-tier architectures
  • Development experience throughout the SDLC using Microsoft technologies (i.e., .Net/C#, SQL Server)
  • Exceptional logical, analytical and mathematical skills
  • Proficient communicator with superior verbal, written and presentation skills to effectively express ideas and engage in complex discussions with a wide range of colleagues
  • Delivery-oriented team player who takes responsibility for the team’s success
81

Quantitative Developer Resume Examples & Samples

  • Work with a team of high caliber quantitative analysts and developers to support the asset management group at AIG
  • Contribute in sourcing, cleaning, extracting, transforming and maintaining financial dataset in an enterprise database system to ensure high data integrity and efficient access. Automate related processes whenever possible
  • Contribute in the development and support of analytics tools and services using state-of-the-art technologies
  • Contribute to the documentation of the analytics tools and processes
82

Quantitative Developer Resume Examples & Samples

  • QUANTITATIVE INFRASTRUCTURE DEVELOPMENT
  • Bachelor’s degree in computer science, mathematics or related quantitative field
  • 3+ years of experience with software development
  • High level of commitment and enthusiasm
  • Positive attitude and demonstrates initiative and persistence
  • Solution and detail oriented
  • Experience working with quantitative researchers, portfolio managers and traders
  • Preferred skills and experience include
83

Quantitative Developer Resume Examples & Samples

  • Research, design, develop and improve systems used in backtesting and data analysis for automated option trading strategies
  • Work with quantitative analysts, trading technologists and traders to build both ad-hoc and systematic tools and data which help in optimizing trading behavior and results
  • Work with infrastructure developers to scale computations for high throughput
84

Quantitative Developer Resume Examples & Samples

  • You will design, code, unit test financial and analytics functionality in accordance with customer and internal requirements
  • Work with product managers and client services to gather business requirements
  • You will write and review business and technical specifications
  • Provide support in development, QA and production issues
  • You will work independently with minimal supervision
  • Communicate with other teams and other groups as required
  • 5+ years of experience in Quantitative Development
  • You should possess experience working with financial models
  • Knowledge of C# and object-oriented design and development
  • You should have experience with Matlab, QuantLib or Numerix
  • Computer science and/or mathematics degree (master degree preferred)
  • Financial engineering experience a plus
  • Knowledge of derivatives modeling and pricing concepts
  • Experience working in the financial industry (Risk experience preferred)
85

Quantitative Developer Intern Resume Examples & Samples

  • Work on projects throughout the research and trading infrastructure to help improve automation and drive innovation
  • Pre-process (validate, clean, normalize, reduce dimension) very large data sets for model estimation and event studies
  • Third year or grad level in top-tier Computer Science program
  • Minimum of 3 years experience with Core Java, particularly in a parallel environment
  • Strong proficiency in Linux
  • Good background in statistics
  • Some exposure to Cloud/Big Data technologies
86

C++ Quantitative Developer Resume Examples & Samples

  • Quantitative degree (e.g., mathematics, physics, engineering, finance)
  • Strong programming knowledge in C++
  • Understanding of stochastic processes is a big advantage
87

Quantitative Analyst & Quantitative Developer Resume Examples & Samples

  • Develop models and/or implement a risk calculations framework including calculation modules, and data analysis tools
  • Code both prototypes (Python) and production (C#) libraries for risk models
  • Analyze data and propose new models, review and challenge existing risk models
  • Reviews alternative implementations and suggests/implement improvements
  • Manage model release, integration and testing processes to ensure quant code is seamlessly integrated within the bank’s IT systems
  • Manage and train more junior members of the team, liaise with partners and senior management
  • Consistent track record of strong performance in a technical/numerical area (computing, engineering, mathematics, physics, programming, statistics, econometrics)
  • Willingness to question and challenge the way things are done and to come up with novel alternative approaches
  • Ability to produce high quality, accurate work, under pressure and to tight deadlines
  • Real passion for problems solving in both maths and programming
  • Relevant undergraduate degree ( preferable MSc/PhD) in a numerate subject
  • Deep understanding of Quantitative Risk/Quantitative Finance
  • Mathematical modelling/Data analysis experience
  • Extensive C# .Net development experience, preferably in a numerical/data analysis/data processing development role
  • Deep understanding and prior experience with development tools like SVN, JIRA, TeamCity, Confluence, etc
  • Experience in coding numerical methods and algorithms
88

Equity Quantitative Developer Resume Examples & Samples

  • Build analytic model and tools, and support general users within the bank on the usage of the in-house analytics libraries
  • Validate and analyze the pricing and risk of fixed income products
  • Develop library for the bank pricing and booking systems
  • Develop, generate and validate regular analytic reports for the trading desks
  • Strong development skills in C++, C# or Java etc
  • Strong analytical skills in mathematics
  • Excellent team player with good communication skills
  • Master degree. Computer Science, Financial Mathematics or Engineering majors preferred
89

Junior Quantitative Developer Resume Examples & Samples

  • Analysis, design, development, testing and integration of software solutions and components to enable and support the VA Hedging & ALM platform, including
  • At least one year of programming experience is required. Consideration may also be given to significant extracurricular or independent programming projects
  • Excellent working knowledge of the C++ programming language, including the STL
  • Knowledge of data structures & algorithms, database design, statistics, linear algebra, discrete mathematics, calculus, object-oriented analysis & design, modern programming practices and current trends in technology
  • Commitment to the principles of Agile Software Development
90

Quantitative Developer Resume Examples & Samples

  • Model development, testing and implementation in RiskAgility FM, Prophet, R and VBA
  • Process improvements/automation of regular processes
  • Other activities, such as investigation and implementation of movement to cloud, use of Robotics in process automation
  • Explain your analysis in plain language to senior management and actively provide advice
  • Train and coach other members of the team
  • University degree in Econometrics, Financial Mathematics, Actuarial Sciences, Computer Science, or related discipline
  • Familiarity with financial products and techniques to model them. Preferably experience with modelling life insurance products
  • Passion for programming; proven ability to write well-structured code in an object oriented programming language (RiskAgility FM, Prophet preferred)
  • Analytical skill set
91

Senior Front Office Quantitative Developer Resume Examples & Samples

  • Design and develop a suite of next-generation yield-curve analytics, which are to become the backbone of our trading desk tools
  • Architect a brand new trading tool which involves real-time trade modeling and portfolio analytics
  • Optimize and extend our algorithm/electronic trading capabilities by integrating analytics seamlessly with E-trading platforms
  • Serve as a technology expert in the collaboration efforts with other divisions of global SMFG group
92

Senior Quantitative Developer Resume Examples & Samples

  • A degree in Computer Science, Software Engineering, Mathematics, Physics or Finance. Graduate (MS or PhD) degree preferred
  • 5+ years of experience working as a software developer or quantitative developer at a software company or an investment bank
  • Advanced knowledge of C++ including C++ 11/14
  • Experience in developing software in C++ on Windows and Linux
  • Knowledge of Java/Python/Excel/VBA
  • Strong knowledge of the Dev Ops tool stack such as Jenkins, Maven, Git, JIRA, etc
  • Experience integrating modeling libraries with IT systems and Excel
  • Familiarity with financial analytics including Fixed Income, Interest Rates Derivatives and FX
  • Excellent written and communications skills
  • Experience in training and mentoring junior team members
93

Quantitative Developer Resume Examples & Samples

  • 3+ years of relevant work experience; 2+ years of recent Development experience using Visual Studio, TFS, and MS SQL Server
  • Recent experience in the Financial Services industry working with Financial Data
  • Working understanding of generally accepted Software Development methodologies, tools, and technique
  • Experience with the following: C#, SQL server, T-SQL, writing queries, data modeling, and WCF service
  • Solid quantitative aptitude
  • Full stack development experience
  • Previous experience with the following technologies, including: Microservice Oriented Architecture, ASP MVC, Angular, Typescript, Razor, Unity IoC, and Entity Framework
94

Quantitative Developer Resume Examples & Samples

  • The role is to support accelerated development and adoption of a new quantitative analytics library, Omega, which will replace existing analytics libraries. Omega has a heavy focus on using modern C++, maximizing performance and using the best available analytics
  • The successful candidate will work within the Quantitative Analytics Central team and support the growth and adoption of Omega by: creating or enhancing tools to support development and testing; working on central components of the library; and supporting integration of new market data, instruments and models. Much of the work will be technical or design-focused
  • Identifying tools (existing or potential) and practices to improve the productivity and quality of Omega development, then leading and implementing projects to develop and promote these
  • For tool-related improvement projects, either creating new tools, including design, development, testing and support of these, or adopting external tools for Omega-related development. Tools may cover areas such as static analysis, testing or code-generation for Omega, or external tools making use of Omega
  • Developing and supporting central components of Omega, especially technical framework areas such as code dealing with serialization, run-time or compile-time reflection or vectorization
  • Supporting and/or directing other teams in QA to integrate market data, instruments and models into Omega
  • Planning and executing technical projects, managing schedules, expectations and dependencies
  • Providing guidance to others through design and code reviews – this is a heavy area of focus for Omega development
  • Bachelors Degree in Computer Science or other STEM subject from a top school
  • 3+ years working with C++
  • 3+ years working with software engineering techniques, processes and tooling
  • 3+ years of experience working across the software development life-cycle
  • 3+ years of experience developing in a shared codebase with multiple developers
  • 3+ years of experience designing and developing libraries or tools
  • 3+ years of experience supporting improvements to software productivity and quality
  • Masters Degree or PhD
  • Knowledge of financial mathematics
  • Experience working in a Quant library
  • Experience with functional programming techniques
  • Experience with the numerical Python ecosystem
  • Experience developing on both Windows and Linux
  • Works productively and proactively with colleagues across different teams and geographies
  • Uses initiative to identify, plan and implement potential improvements
  • Communicates and explains technical concepts effectively
  • Balances tactical and strategic solutions in line with the overall needs of the bank