Investment Banking Firm requires C++ Developer, USA - $150K -$250K + excellent bonus potential

Maven Corp Ltc
New York, NY
Job Type:
Yrs of Exp:
2+ to 5 years

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Job Description

Investment Banking Firm requires C++ Developer, USA - $150K -$250K + excellent bonus potential Firm: Our client is a boutique investment management organization, headquarted in the City, New York . The firm offers expertise in a very broad and impressive range of liquid investment styles, including futures, equity, credit, convertibles, emerging markets, global macros and multimanager. Through continued focus on growing the Systematic Trading Team, a small pod of the organization that has achieved huge profits and growth over the past two years, we have an opportunity for a talented quantitative developer to join the team in New York. The developer will join the team of technologists/researchers, specializing in designing and managing new systematic strategies across equities, equity derivatives, commodities and interest rate derivatives. They have a heavy focus on cutting edge technology and have a large focus on C++ and Functional Programming. REQUIREMENT: At a minimum, 3-5+ years exposure to the financial markets, specifically the derivative markets and its software products (i.e. trading systems, structuring tools, risk management applications). A demonstrable record of delivering quality software. Expertise in C/C++ programming and must be skilled in a variety of operating systems, scripting languages and building systems. Advocate for Continuous Integration, testing and modern software engineering practices, including peer reviews and technical documentation. Excellent academic background and ideally a post-graduate degree (Masters/PhD) in Computer Science, Physics, Mathematics or related Strong business skills – knowledge and experience of systematic research and trading will be a huge plus Knowledge of equity, equity derivatives, commodities or interest rate derivatives is desirable Great communication skills and the ability to work in a dynamic and collaborative team. RESPONSIBILITIES Use complex High Performance Computing Techniques to optimize and tune the core analytics libraries Work closely with front office quant/tech teams across a number of desks including equities, rates, exotics, hybrids, Educate other technologists on HPC Work alongside quants/developers on introducing HPC to quantitative modelling/risk Join a front office team in a fast paced and dynamic environment CONTACT: If you find this role of interest, please submit your application to [

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