Senior Quants Python Developer

Company: Milestone Technologies, Inc.
Location: Walton
Posted on: February 23, 2021

Job Description:

• You will be a strong developer joining a bank's Risk technology team. You will be working within an Agile team,writing requirements and specifications, developing strategic risk management and trading tools and maintaining existing code for the FX Tech businesses.
• Primary task would be to help in enhancing an interest rate curve builder used by front office traders for curve marking. This is a python intensive tool and will require knowledge in curve construction, bootstrapping, knowledge of market data, yield curves.
• This role will involve in building the code from scratch, working with front office to understand requirements, strong product and risk knowledge, overall being an architect
• As the successful applicant you will be responsible for supporting modern agile software development methods; including educating & mentoring less experienced OOP team members.
• Overall the work will be flexible based on client requirements. Master in software engineering , additional qualification in Finance is desirable, FRM, CFA again desirable
  • Deep understanding of Pricing basics, Structured Rates and FX Derivatives Products , Interest Rate Curve construction, time-series analysis
  • Experience working with Large scale quantitative library(Risk, Pricing, P&L Explain) is essential
  • Excellent hands-on development experience on Python with additional understanding on any other OO tec0hnology
  • Experience on participating in end-to-end development lifecycle in a rigorous test driven software development environment
  • Experience of Agile software development process is desirable
  • Experience on developing and delivering scalable applications
  • Excellent communication skillsVery desirable
    • Follows clean code principles
    • Experience of Agile methods

Keywords: Milestone Technologies, Inc., Scranton , Senior Quants Python Developer, IT / Software / Systems , Walton, Pennsylvania