Quantitative Analyst

New York, New York 10036 | contract

Post Date: 04/25/2018 Job ID: 16196 Industry: SOFTWARE ENGINEER
Contract opening for a Quantitative Analyst with our corporate client located in the heart of New York, NY.

Working closely with product managers and financial engineers, within a talented team of quants, you will develop, build, improve and test quantitative models and increase the coverage of instruments to support new markets, more specifically to enrich the set of models of the commodity asset class. 

Responsibilities 
  • Develop new financial models or maintain existing models in C++ (find closed formula or implement models using trees, PDE, Monte Carlo framework) 
  • Extend the coverage of supported instruments in commodity market by adding new conventions 
  • Enhance Market Data (Implied volatilities, Fair Value Curve) 
  • Tailor the interfaces and monitor performance such that new features are properly integrated in the Analytics platform 
  • Test models in collaboration with QA group 
  • Interact & propose solutions to product management group 
  • Provide functional support to customers or support teams 
  • Monitor publications in quantitative modelling 
  • Support client requests linked to quantitative modelling 

Requirements 
  • Bachelor's or Masters' Degree in a quantitative discipline such as Computer Science, Mathematics or Engineering 
  • At least 3 years of relevant experience as IT Quant on a desk or in a risk management department. 
  • Proven track record in model implementation (Tree, Monte Carlo, PDE) on Equity, FX, Commodity Market
  • Strong object oriented programming skills (1-3 years of development experience in C++ or/and C#) 
  • Knowledge of software delivery process (tests, continuous integration, agile methods, …) 
  • Self-driven, goal-oriented team player with good communication skills 


Quantitative Analyst - 16196
Oxford Solutions is a professional staffing firm that specializes in the placement of talented professionals into challenging, career-enriching opportunities. We're based in Pittsburgh, PA, but we have openings with major clients located nationwide. We provide multiple avenues of employment to include contract, contract-to-hire and direct placement. Our well-trained staff of recruiters will work with you to help land your first job or your dream job and strive to always affect people's lives in a positive way.
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