Description The Senior Quantitative Developer will join the application development team that is responsible for developing and supporting Vichara's proprietary trading applications, quantitative models and analytics framework.
Design, development, and support of proprietary trading analytics and risk management systems for Vichara and or its clients
Assist in the development, and support of quantitative modeling.
Participate in system design and architecture discussions.
Interface directly with end users to determine system requirements.
Documentation of systems and processes.
BS in Computer Science, MIS, or related software engineering field.
Working experience in developing systems for capital markets and asset management.
Strong SQL Server skills, complex query writing and performance tuning
Experience with Bloomberg API, INTEX API and or other investment management systems like Advent Geneva, Charles River preferred.
Knowledge in Structured Finance Products preferred.
Working experience with residential mortgage loan databases preferred.