Lead Quantitative Software Engineer
22 hours ago
We are seeking a highly skilled Quantitative Software Developer to join our team at Menrva Consulting.
About the RoleThis is a key position that requires expertise in quantitative software development, particularly in risk management and trading systems. The successful candidate will be responsible for developing and enhancing tools, collaborating with market risk and quant teams, and ensuring system health and robustness.
We offer a competitive salary of approximately $170,000 per year, commensurate with experience, as well as a comprehensive benefits package.
Responsibilities- Risk Management and Portfolio Optimization: Develop and enhance tools for risk management and portfolio optimization, supporting various trading strategies.
- Integration Projects: Facilitate integration projects connecting our core platform with financial vendor systems.
- Collaboration with Market Risk and Quant Teams: Work closely with market risk and quant teams to improve pricing and risk libraries.
- System Robustness: Implement automated mechanisms for system robustness.
- Staying Up-to-Date: Stay updated on quantitative finance and trading technology trends.
- Educational Background: Bachelor's, Master's, or Ph.D. in Mathematics, Statistics, Computer Science, or Finance.
- Experience: Minimum of 6 years in quantitative software development, preferably in front-office or trading settings.
- Technical Knowledge: Strong technical understanding of financial instruments and derivatives, including IRS, TRS, CDS, Bond Futures, FRA.
- Programming Skills: Proficient in Python programming; familiarity with asynchronous Python is a plus.
- Distributed System Development: Experience in distributed system development (2-5 years).
- Vendor Platforms: Hands-on experience with vendor OMS/EMS/RMS platforms such as RiskMetrics, Bloomberg MARS, Orchestrade, Enfusion, FlexTrade, Axioma.
- Technology Infrastructure: Knowledgeable in technology infrastructure, automation, and various technologies (Linux, NumPy, Pandas, SQL, Redis, Docker).
- Communication Skills: Excellent communication skills and a team-oriented mindset.
- JVM Languages: Proficiency in JVM languages (Java, Kotlin, Scala).
- Rust Programming Language: Experience with Rust programming language.
- Lean Tech Teams or Startups: Previous roles in lean tech teams or startups.
- Trade Support Experience: Trade support experience and a deep understanding of market microstructures.
Please note that we value diversity and welcome applications from qualified candidates worldwide.
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