Strats Analytics

New York, NY 10012

Posted: 04/26/2019 Category: C++, Python Job Number: 11683

Strats: Analytics – New York, NY

 
Job Description
 

Our Client is looking for a quantitatively-adept developer to maintain and enhance the financial components of the firm’ s cross-asset business logic and analytics platform, as well as the user-facing components of the APIs. The libraries comprising the platform and APIs underlie the majority of the modeling, pricing, risk management, and operations efforts at the firm. In addition to development responsibilities, the person in this role will support all aspects of the investment process by becoming a super-user of the libraries via the APIs; namely, implementing and debugging user-facing Excel and Python applications. Areas of focus will be credit, equity, and hybrid cash and derivatives products. Knowledge of rates and structured credit products is a plus.

 

The Strats group works closely and primarily with investment professionals in Dallas, New York, and London to help them interpret and act on market opportunities through the application of technology. The team is small, high-caliber, and well-positioned to make a significant and visible impact on the business. Key success factors are intellectual agility, solid judgment, and keen attention to detail. Exceptional communication skills and a sense of urgency are a must. The team shares a passion for operational excellence and automation of routine tasks and loves to learn about new technologies, techniques, and markets.

 

In addition to relevant experience, as part of the firm’ s Development team the ideal candidate has deep understanding of many technologies and is able to effectively navigate the tradeoffs amongst buying, building, reusing, and a quick hack. The Strats group most frequently uses C++, Python, and SQL, leveraging the technology stack and open source libraries like NumPy and Pandas.

 
Job Responsibilities
 
  • Software development
    • Maintain and enhance financial instrument container classes and pricing and risk models
    • Develop and debug user-facing applications and processes
    • Partner with Core development team to improve architecture and non-financial aspects of libraries
    • Deliver solutions quickly, but working within a professional software engineering environment
    • Understand and use appropriate software engineering techniques, including thoughtful design, development, unit testing, and integration testing
    • Be familiar and comfortable using distributed source code management systems, work/bug tracking systems, and automated build/testing technology
  • Communicate with non-technical personnel
    • Work with trading desk and operations personnel to understand their requirements
    • Be engaged and knowledgeable enough to suggest innovative solutions
    • Gain user acceptance of solutions
 
    • Create and curate existing user-facing documentation
  • Communicate with development/IT teams
    • Build knowledge of HBK’ s technology stack and leverage it where appropriate
    • Request or design and implement changes to shared infrastructure
    • Manage projects effectively
    • Communicate feedback from front office personnel

 
Job Requirements
 
  • 3+ years’ experience in a front-office or risk-management development role focused on credit or equity derivative products. Experience with other products, particularly rates and structured credit, is a plus.
  • Interest in and good intuition for financial markets and the investment process
  • Math background and familiarity with financial pricing models
  • Strong knowledge of credit/fixed income products and modeling (bonds, CDS, CDX, IRS, etc.) and proven ability to implement in C++
  • Professional proficiency in C++
  • Experience in Python, SQL, and Excel/VBA is a plus
  • Ability to work effectively with legacy codebases
  • Extremely strong quantitative aptitude and intellectual curiosity
  • Excellent written and verbal communications skills with both front and back office professionals
  • Undergraduate degree in computer science, engineering, mathematics or other hard science. A graduate degree is a plus.

 

 
C++, SQL, Python

Evan Pollock

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