Position Overview
The Role We are seeking highly qualified and a talented Quantitative Developer to support a brand-new Delta One Trading team.
What you'll do The Quantitative Developer will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations.
- Forward and Rolls pricing toolkit and dividend futures, TRFs across regions
- Dividend curves
- Repo/borrow/funding spread curves
- Interconnectivity of a-b-c with risk engines and valuation models
What you’ll bring What you need:
- 3+ years of relevant experience
- Strong Python skills
- Experience with risk or equity derivatives
- Experience working with quantitative risk members, traders, and portfolio managers
- Excellent communication skills, both written and verbal
- Experience with production environments
- Strong ownership experience and a track r...