- New York, New York, United States
- Senior
- $175K–$250K per year
- 7+ years
Design, build, and maintain real-time equity derivatives pricing and risk systems, implement scalable server-side components, collaborate with portfolio managers and risk teams, contribute to UI components, write documentation, develop automated tests, provide level-3 support and performance tuning.
Compensation
The estimated base salary range for this position is $175,000 to $250,000, which is specific to New York and may change in the future.
Responsibilities
- Design, build, and maintain real-time equity derivatives pricing and risk systems (including volatility and PnL components).
- Implement robust, scalable, and low-latency server-side components in a multi-threaded environment.
- Collaborate with portfolio managers, risk, and middle office to translate business requirements into technical solutions.
- Contribute to UI components as needed (and learn new UI technologies where required).
- Write clear technical documentation and maintain system design and support guides.
Requirements
- B.S. in Computer Science
- B.S. in Mathematics
- B.S. in Physics
- B.S. in Financial Engineering