F# Developer for Quant Strategies Group
Archer I.T., LLC - New York, NY

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QUANTITATIVE STRATEGIES (QS) Quantitative Strategies is responsible for modeling trading analytics and risk management across the Fixed Income division Quant Strats consists of four functional groups Trading Quant Strats Risk Strats Core Strats and Sales Quant Strats Primary business lines supported include Interest Rate Products (Rates) Global Foreign Exchange (GFX) Global Credit Products (GCP) Structured Products Emerging Markets (EMG) and Commodities Quant Strats has a presence in Hong Kong London New York Singapore Sao Paulo Tokyo and Zurich and is embarking on building out a substantive presence at our office in Wroclaw Poland QUANTITATIVE STRATEGIES – CORE STRATS The goal of this team is to build a partnership with the QS Modelers to ensure that QS models are delivered to the firm in the most efficient manner The CoreStrats team focuses on mapping out the technology strategy for the group developing advanced tools to automate and bring efficiency to the group’s development testing environment building core analytics development of stateoftheart pricing and risk infrastructure designing innovative tools for rapid model deployment and producing complex components for high performance computing applications WHAT WE LOOK FOR bullYou will have an undergraduate degree with honors in a quantitative field such as Computer Science Engineering Applied Mathematics or Physics or have equivalent level commercial experience bullStrong interpersonal and communication skills bullA teamplayer with a positive cooperative attitude bullGood organizational skills and the ability to work on multiple projects simultaneously bullFluency in English THE POSITION Senior NET C++ ProgrammerArchitect VP New York The analytics and financial models produced by the Quant Strats group are consumed directly by trader desktop applications risk systems client facing web applications and by a wide variety of analysis research and control functions within the bank The role is in the Core Analytics team who focus on the computing framework for analytics development as well as the continuous enhancement of key numerical utilities and libraries Solid computer science degrees etc The role will involve working with our code stack of C++ libraries for low level numeric and math functionality with COM objects F components and Excel Addins layered above to produce sophisticated financial models We are open to considering outstanding general NET programmers who don’t yet have either C++COM or F experience but have previously demonstrated an ability to master new technologies quickly The role will additionally have significant involvement in the team’s Technical Strategy project which is focused on improving the group’s analytics software development methodologies covering areas such as software frameworks testing and deployment The successful candidate will be able to contribute to these technical initiatives from designing frameworks and paradigms to simplify multilanguage development in a global group to automating testing and release processes The ideal candidate will therefore also have significant software architecture and design expertise The key requirements for the role are bullA demonstrated ability to deliver solutions to difficult technical problems preferably in a front office environment bullKnowledge of functional and objectoriented programming paradigms bullExpertlevel handson knowledge of C and the Microsoft NET framework bullSoftware architecture and design abilities bullIdeally the candidate will have experience with C++COM andor F If interested please email resume to benarchertechnologycom mailtobenarchertechnologycom or call one of the members of the team directly at 9737844436 F#, C++, COM
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