Senior Quant Developer

vor 1 Monat


Central Coast, Österreich Tideri Jobbörse Vollzeit

This job offer is not available in your country.

Job reference # : QUDEVAU10
Location : Australia, Sydney
We are looking for a Senior Quant Developer who will be responsible for the development, implementation, and testing of complex portfolio construction and risk management applications for alternative investments and multi-asset portfolios.

It is vital that you possess excellent programming skills across multiple platforms and languages as well as the ability to generate new analytical models or enhance existing ones.

Requirements :
Excellent understanding of alternative investments Excellent understanding of investment risks (market and/or credit) and analytical models Work experience in small/medium project teams Hands-on experience with Matlab, R, Java Good PHP, JavaScript, jQuery skills 10+ years of commercial application experience Excellent knowledge of Oracle or SQL databases (end-user) 10+ years of quantitative model development Excellent VaR, GARCH, multivariate analysis, non-linear and global optimization skills Excellent commercial optimization application knowledge Experience in IT delivery and application design and programming in a large enterprise working on mission-critical IT systems PhD or equivalent degree in Mathematics, Statistics, Physics or Engineering MSc or higher degree in Software Development Responsibilities :
New model research, development, and testing Redevelopment of current Quant components and development of new ones Make requests for code modifications and new features Models and components documentation To apply : Please send a cover letter, compensation requirements, and resume to (email address).
Include job reference # QUDEVAU10 in your cover letter and resume.

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