What are the responsibilities and job description for the Quant Developer - Equity Options position at Selby Jennings?
A highly regarded financial firm is looking to add a Quantitative Developer to its growing team. This role sits at the intersection of technology and quantitative research with a focus on derivatives modeling and analytics. The ideal candidate will have a strong understanding of options theory and a previous experience working closely with both technical and non-technical team members. You will have the opportunity to influence the full production cycle and direct visibility with senior leadership.
- Partner closely with quantitative researchers to implement and optimize derivatives models
- Develop and maintain high-performance systems supporting pricing, risk, and analytics
- Translate mathematical models into production ready code
- Improve system performance, reliability, and efficiency across the stack
- 3 years of experience in software engineering or quantitative development
- Strong programming skills in an object oriented language
- Solid understanding of data structures, algorithms, and system design
- Experience working with and implementing derivatives models
- Bachelor's degree (or higher) in Computer Science, Mathematics, Physics, Engineering, or another STEM field
- Strong communication skills with the ability to work across both quantitative and engineering teams
Salary : $175,000 - $225,000