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Quant Developer
New York, New York  |  Remote
Contract to Hire Position
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Applied on September 25, 2022
Job Id #59390 Posted September 20, 2022

Responsibilities:
  • Build cutting edge components within an in-house analytical library to improve firm capabilities in trading and risk managing derivative products
  • Participate in design and optimization of an analytics library and its integration with IT systems
  • Provide expertise on quantitative aspects of financial product pricing across multiple asset classes
  • Create tools to improve productivity of a trading desk
  • Participate in improvement of team's development processes
  • Provide development and analytical support to user base as well as business groups during the TSA period

Skills:
  • Excellent programming skills in C++ (in a commercial environment and with front-office strat/quant team is a plus)
  • Good understanding of derivatives products in one or more asset classes including rates, equities, foreign exchange and credit 
  • Good understanding of basic financial math of derivative pricing and numerical methods
  • A minimum of two years of relevant experience in quantitative library development
  • Result oriented, highly dependable and strong attention to detail
  • Ability to learn quickly
  • Advanced degree in Math/Physics/Computer Science/Engineering is a plus
  • Good knowledge of SQL is a plus

Horizontal is proud to be an Equal Opportunity and Affirmative Action Employer. We seek to provide employment opportunities to talented, qualified candidates regardless of race, color, sex/gender including gender identity and/or expression, national origin, religion, sexual orientation, disability, marital status, citizen status, veteran status, or any other protected classification under federal, state or local law.

In addition, Horizontal will provide reasonable accommodations for qualified individuals with disabilities. If you need to request a reasonable accommodation in order to complete the application or interview process, please contact hr@horizontal.com.

All applicants applying must be legally authorized to work in the country of employment.

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Horizontal is proud to be an Equal Employment Opportunity/Affirmative Action Employer providing a drug-free workplace.

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