Selby Jennings
C++ Library Quant Developer (MBS) | Manhattan, NY, USA | Flexible
Selby Jennings - New York, New York, us, 10261
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Overview
C++ Library Quant Developer (MBS)Selby Jennings Manhattan, United States Apply now
Role:
C++ Library Quant Developer (MBS)
Below, you will find a complete breakdown of everything required of potential candidates, as well as how to apply Good luck. Firm:
FinTech/Hedge Fund
Overview: We are a New York-based Hedge Fund and FinTech firm dedicated to transforming bond analytics with solutions currently focused on the $10 trillion mortgage-backed securities (MBS) market, providing single security and portfolio valuations, risk metrics, diagnostics, and big data tools. Backed by decades of experience in trading, modeling, and software engineering, we utilize advanced technologies to deliver innovative solutions, speed, and value to institutional investors, including money managers, banks, pension funds, hedge funds, insurance companies, and regulatory organizations. Role Responsibilities: Collaborate closely with senior team members on our proprietary financial analytics engine, which includes a suite of high-performance financial libraries for interest rate, prepayment, and credit models, as well as option-adjusted pricing and risk metrics. Lead and execute complex software development processes while ensuring the accuracy and reliability of operational systems. Engage with market participants, including portfolio and risk managers. Candidate Qualifications: Proficiency in Object-Oriented Programming with C++ and Python. MS or PhD in Mathematics, Physics, Engineering, or other quantitative fields. Strong interest in behavioral finance. Knowledge of or experience in the fixed-income market is a plus.
#J-18808-Ljbffr Remote working/work at home options are available for this role.
Role:
C++ Library Quant Developer (MBS)
Below, you will find a complete breakdown of everything required of potential candidates, as well as how to apply Good luck. Firm:
FinTech/Hedge Fund
Overview: We are a New York-based Hedge Fund and FinTech firm dedicated to transforming bond analytics with solutions currently focused on the $10 trillion mortgage-backed securities (MBS) market, providing single security and portfolio valuations, risk metrics, diagnostics, and big data tools. Backed by decades of experience in trading, modeling, and software engineering, we utilize advanced technologies to deliver innovative solutions, speed, and value to institutional investors, including money managers, banks, pension funds, hedge funds, insurance companies, and regulatory organizations. Role Responsibilities: Collaborate closely with senior team members on our proprietary financial analytics engine, which includes a suite of high-performance financial libraries for interest rate, prepayment, and credit models, as well as option-adjusted pricing and risk metrics. Lead and execute complex software development processes while ensuring the accuracy and reliability of operational systems. Engage with market participants, including portfolio and risk managers. Candidate Qualifications: Proficiency in Object-Oriented Programming with C++ and Python. MS or PhD in Mathematics, Physics, Engineering, or other quantitative fields. Strong interest in behavioral finance. Knowledge of or experience in the fixed-income market is a plus.
#J-18808-Ljbffr Remote working/work at home options are available for this role.