Quantitative Developer
Aegistech - Philadelphia, PA

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Our client, a large financial group located in Philadelphia, is looking for a Quantitative Developer to maintain and extend its production environment. This role is in the Equity Risk Management Department, responsible for establishing and managing a variable annuity dynamic hedge program.

A DAY IN THE LIFE:
Leading technical design discussions on assigned projects;
Documenting technical designs, unit tests, and implementation plans;
Translating, formatting, and integrating technical model requirements into production level code;
Refactoring existing code where appropriate;
Critically reviewing and commenting on the technical designs of peers;

WHAT GETS YOU THE JOB:
Expert level knowledge of C++
Proficiency with both Linux and Windows
Proficiency in Perl
Proficiency with Matlab
Proficiency in Excel and VBA
Ability to translate Advanced Mathematics into C++
Knowledge of various Software Development Life Cycle Methodologies

NICE TO HAVE:
Knowledge of Variable Annuities
Several years working in Finance (Insurance, Banking, Hedge Funds), knowledge of GPU/CUDA programming
Certifications in Finance or Computer Science are desired
ABOUT AEGISTECH
Aegistech is an IT Staffing and Consulting firm based in New York City. For nearly two decades we've helped our clients -- global leaders in Finance, Pharma/Biotech, Publishing, eCommerce, Media and more -- hire the people that keep their brands technically innovative and at the forefront of their industries. Learn more about us at www.aegistech.com .

Aegistech - 14 months ago - save job - block
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About this company
At Aegistech, opportunity is our business. For nearly two decades we have facilitated thousands of full-time and contract IT placements for...