Create Alert
Email me similar jobs
Python/ C++ Developer - Delta One & Prime Services Quant Team - J13017
Our client, a leading securities firm, is looking for strong C++/ Python quant developers for their equity derivatives quant team. The position empowers developers to work directly alongside the business and access high-performance, open-source technology.
The Role & Landscape
As a Quant Developer within the
Delta One & Prime Services Quant
team, you will sit at the intersection of quantitative research and production-grade software engineering. You will be responsible for designing, implementing, and optimizing real-time systems that manage billions of dollars in stock borrow/loan inventory and equity swap trade flows.
Front-Office Collaboration:
Work closely with traders and quant researchers to translate complex mathematical prototypes into robust, high-throughput production code.
System Architecture:
Assist in designing and scaling real-time Python/ C++-based microservices that drive pricing, risk control, and execution platforms.
Quantitative Research & Optimization:
Build models to analyze funding costs, optimize inventory utilization, and balance-sheet-efficient trade structuring.
Dashboarding & Visualizations:
Design high-performance trader-facing GUIs and web dashboards to enable real-time risk, P&L, and inventory monitoring.
What We Are Looking For
Academic Excellence:
A Bachelor’s degree or higher in Computer Science, Mathematics, Physics, or a highly quantitative engineering field from a top-tier university.
Industry Experience:
4+ years of professional development experience within Prime Services, Stock Borrow/Loan (SBL), Equity Swaps, or Equity Derivatives pricing and risk systems (strong candidates with more years of experience will be actively considered at the Associate Director level).
Technical Arsenal:
Advanced expertise in Python, along with solid relational database design (SQL). Familiarity with low-level languages like C++ or Java is a highly regarded asset.
Frontend Capabilities:
Experience building sleek web-based trader dashboards or GUIs is a major differentiator.
The Persona:
A self-motivated, natural problem-solver who thrives in high-pressure, fast-paced environments and can communicate complex technical solutions to non-technical stakeholders effortlessly.
Why Apply To This Role?
True Front-Office Exposure:
Your code directly influences trading decisions and P&L daily. This is not a back-office support role.
Greenfield Projects:
Play an integral role in transitioning existing analytical models to modern, scalable, real-time microservices.
World-Class Compensation:
Benefit from an exceptional base salary coupled with a highly rewarding, performance-linked discretionary bonus pool.
Unrivaled Career Growth:
Take advantage of rapid internal progression pathways within a globally renowned brand.
#J-18808-Ljbffr
or continue with email
The Role & Landscape
As a Quant Developer within the
Delta One & Prime Services Quant
team, you will sit at the intersection of quantitative research and production-grade software engineering. You will be responsible for designing, implementing, and optimizing real-time systems that manage billions of dollars in stock borrow/loan inventory and equity swap trade flows.
Front-Office Collaboration:
Work closely with traders and quant researchers to translate complex mathematical prototypes into robust, high-throughput production code.
System Architecture:
Assist in designing and scaling real-time Python/ C++-based microservices that drive pricing, risk control, and execution platforms.
Quantitative Research & Optimization:
Build models to analyze funding costs, optimize inventory utilization, and balance-sheet-efficient trade structuring.
Dashboarding & Visualizations:
Design high-performance trader-facing GUIs and web dashboards to enable real-time risk, P&L, and inventory monitoring.
What We Are Looking For
Academic Excellence:
A Bachelor’s degree or higher in Computer Science, Mathematics, Physics, or a highly quantitative engineering field from a top-tier university.
Industry Experience:
4+ years of professional development experience within Prime Services, Stock Borrow/Loan (SBL), Equity Swaps, or Equity Derivatives pricing and risk systems (strong candidates with more years of experience will be actively considered at the Associate Director level).
Technical Arsenal:
Advanced expertise in Python, along with solid relational database design (SQL). Familiarity with low-level languages like C++ or Java is a highly regarded asset.
Frontend Capabilities:
Experience building sleek web-based trader dashboards or GUIs is a major differentiator.
The Persona:
A self-motivated, natural problem-solver who thrives in high-pressure, fast-paced environments and can communicate complex technical solutions to non-technical stakeholders effortlessly.
Why Apply To This Role?
True Front-Office Exposure:
Your code directly influences trading decisions and P&L daily. This is not a back-office support role.
Greenfield Projects:
Play an integral role in transitioning existing analytical models to modern, scalable, real-time microservices.
World-Class Compensation:
Benefit from an exceptional base salary coupled with a highly rewarding, performance-linked discretionary bonus pool.
Unrivaled Career Growth:
Take advantage of rapid internal progression pathways within a globally renowned brand.
#J-18808-Ljbffr
Sign in
To continue your applicationor continue with email
By continuing you agree to our Terms & Privacy Policy.
Similar jobs
Show more