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Senior Quantitative Developer - Python/C++

  • Location: New York, 10013
  • Job Type:Contract

Posted 10 days ago

Grow your career as a Senior Quantitative Developer - Python/C++ with an innovative global bank in New York, NY. Long-term contract with excellent growth potential. Will be required to be onsite 2-3 days per week. Will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management.
  • Design and implement analytical models for counterparty credit and market risk calculations.
  • Support end-to-end model validation and application platform integration testing.
  • Interpret and analyze new regulatory analytics requirements.
  • Mentor junior developers.
  • Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project.
  • Manage multiple tasks effectively and independently to meet deadlines.
  • Advanced degree (PhD/MS/MEng) in a quantitative field such as Math, Statistics, Computational Finance or Engineering.
  • 7+ years of hands-on software development experience in C++ (expert programmer).
  • 4+ years of hands-on software development experience in Python (expert programmer).
  • Knowledge of financial products and markets is required.
  • Must have experience pricing and risking derivatives.
  • Must have solid math/statistics/numerical analysis skills.
  • Expert C++/Python/Linux skills.
  • Advanced Quantitative Skills: Numerical Methods, Stochastic Calculus/Probability and Random Processes, Martingale Methods in arbitrage pricing, Statistics/Time Series Analysis
  • Advanced familiarity with OTC Product space – knowledge of fundamental traded products, valuation methodologies, market data, industry trends, etc.
  • Conversant with build, deployment and debugging processes (on Linux) such as GDB/Make/Makefiles.
  • Experience with Version Control and Enterprise Build Systems
  • Must be able to communicate and interact effectively with business users, product quants, project managers and IT stakeholders.
About our client
Our client stands as one of the worlds most renowned global banks and trusted brand with over 200 years of continuously evolving financial services. Its teams provide unique insights to more than 200 million clients and enable progress all over the world. While growing your career, you will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Candidates will be responsible for following the client's COVID-19 protocols. Please refer to your MATRIX representative for specifics.

About Us

At MATRIX, we expertly match talented professionals with job opportunities to elevate careers. Since 1983, we have placed thousands of professionals at innovative clients across every industry ranging from small startups to Fortune 50 companies. It’s why we’re consistently in the top 25 of all U.S. IT staffing firms and why our consultants rate us well above the industry average, earning us ClearlyRated's Best of Staffing awards year after year. People come to us for a job, and stay with us because of our top-notch consultant care.

MATRIX is and Equal Employment Opportunity employer including disability and veteran and provides reasonable accommodations for all qualified individuals.  Supporting medical or religious documentation will be required where applicable. If you are a qualified individual you may request a reasonable accommodation under the American Disability Act (ADA). If you are a person with a disability needing assistance applying, or at any point in the hiring process, please email us at To ensure a quick response to your request, please use the words “Accommodation request” as the subject line of your email.

For hourly W2 contract roles MATRIX offers a highly competitive benefit package including Medical, Dental, Vision, Life, Disability, HSA, and 401(k) with pre and post-tax options.  Please see for more information.

For direct hire placement with our clients, benefits would be offered in accordance with that particular client’s offerings. This may include PTO, Medical, Dental, Vision, 401K and other pre and post-tax options.