Our client is looking for a Senior Quantitative Developer to join their application development team in developing and supporting the company's proprietary applications, quantitative models and analytics framework.

Responsibilities

• Assist in the design, development, and support of proprietary analytics systems.
• Assist in the development, and support of quantitative modeling.
• Provide support for ad hoc requests from business units.
• Participate in system design and architecture discussions.
• Interface directly with end users to determine system requirements.
• Assist in documentation of systems and processes.

Requirements

• BS in Computer Science, MIS, or related software engineering field.
• Working experience in developing systems for capital markets and asset management.
• Minimum 5 years of experience using Microsoft .NET.
• Minimum 3 years of experience using Microsoft SQL Server.
• Minimum 8 years of experience developing software.
• Experience developing in C#, MVC, WPF, WCF, VSTO, Python, R, and JavaScript.
• Proficient in Microsoft Excel and VBA.
• Experience with Bloomberg API, INTEX API preferred.
• Knowledge in Structured Finance Products preferred.
• Working experience with residential mortgage loan databases preferred.