C++ Quant developer
📋 Role Overview & Responsibilities
Iris's client, one of the world's largest financial institutions is looking to hire a C++ Quant developer for a long term contract opportunity.
Work Location: New York, NYC – Hybrid Onsite
W2 or Self Incorporated Only
Position requirements: years of experience in application developmentin a highly numerate and programming disciplines such as engineering and computing.level of C++ programming (preferably under MS Visual Studio)mathematical foundationControl experience& Deployment experience under Linux environmentin statistical software (SAS or R)with Excel functionalitiesproblem solver and debugger in risk analyticsknowledge of financial products and risk managementcredit risk modelling experience preferredworking with business clients to extract requirements directlyunderstanding of finance standards in US GAAP and IFRS, preferred but not required
Specifications:needed (Masters preferred) in highly numerate and programming disciplines such as engineering and computing.level C++ programming (preferably under MS Visual Studio).mathematical foundation.Control experience.& Deployment experience under Linux environment.problem solver, able to look at existing code and analyze it’s function.working with business clients to extract requirements directly.of financial products, risk management highly preferred but not required.
Additional notes from Manager:on Windows development – compile under linux, both are importantR etc. are not important from development experience – but should be able to read it and look at the codes and figure out what the models are doing.C++ - standard libraries, BOOST library is definitely preferredsector is must.is definitely must – undergrad is fine (PHD not required). The group deals with financial models and mathematical models but they are not looking for quants.
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