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Quant Developer
Up to $120K
This is an opportunity for a creative problem solver with derivatives and interest rates industry experience to build mathematical models and code modules that drive the revenue of a rapidly growing proprietary trading firm. Your efforts will directly impact revenues and long term profitability. The Quantitative Development Team members are the primarily lines of communication with the Technology Team. You will work with the Technology Team members to build robust mathematical models, calculation engines and trading logic components that feed into the trading technology infrastructure. In this highly visible role you will work side-by-side with key decision makers of the firm to: Research new and improve existing quantitative techniques and methods; Write production code implementing analytical and numerical models; and Identify weaknesses in current models and suggest enhancements to the models.
Responsibilities:
Apply modeling and programming expertise to implement models and help make existing models more robust or efficient. Utilize mathematical skills as well as your proficiency in C++, C#, STL, VBA for Excel, Matlab and Mathematica. Once you are familiar with the business model, pricing algorithms and risk management procedures, you will be expected to help develop and implement medium to long term innovations to models and processes.
Qualifications:
-2 to 3 years industry experience.
-Graduate degree in Mathematics or a Physical Science (Financial Mathematics degree preferred).
-Strong grasp of Linear Algebra, Statistics, Differential Equations and Numerical Analysis.
-Superior knowledge of .NET, C++, STL, Matlab, VBA for Excel and SQL Server.
-Ability to act quickly, decisively and effectively under tight time constraints.
Quantitative jobs in Chicago, Jobs, Chicago, Quantitative Developer, Quant, Developer, C++, .Net, C#, STL, VBA, Matlab, Mathematica, SQL Server, Statistics
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