Quantitative Developer
Hybrid 2-3 days in office in New York City/Manhattan, NY

FTE

Perm/Direct Hire working Hybrid 2-3 days in office in New York City/Manhattan, NY
Excellent salary, bonus and benefits

RESPONSIBILITIES

• Developing re-usable and performant C libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
• Integrating the analytics libraries into the wider Python research infrastructure to allow trading teams across Cubist to use it in their research and trading processes
• Working with Cubist Data Services to source market data to fuel real-time and historical analytics
• Reconciliation of calculations against benchmark sources

REQUIREMENTS

• 4 years of professional software engineering experience in a collaborative environment
• Bachelor's degree or higher in computer science or other quantitative discipline
• Experience in object-oriented programming, design patterns, and data structures
• Experience with software delivery lifecycle and writing production-quality code
• Familiarity with instrument pricing and risk software patterns
• Strong C development
• Strong Python development
• Experience in Rates and/or Credit products (e.g., bonds and swaps) - trading/investment platforms
• Reasonable quantitative and statistical skills
• Team player with strong pride of ownership
• Detail-oriented and quick learner in a fast-paced environment
• Commitment to the highest ethical standards

Job Type: Full-time

Pay: $150,000.00 - $200,000.00 per year

Benefits:

• 401(k)
• Dental insurance
• Health insurance

Schedule:

• 8 hour shift

Experience:

• C : 10 years (Required)
• Python: 10 years (Required)
• Rates , Credit , bonds , swaps, trading, investment: 5 years (Required)
• quantitative and statistical skills: 5 years (Required)

Ability to Commute:

• New York, NY 10001 (Preferred)

Ability to Relocate:

• New York, NY 10001: Relocate before starting work (Required)

Work Location: Hybrid remote in New York, NY 10001