Job Description:
e are assembling a strong Quant Technology team to build our next generation of in-house analytics and trader support tools. This team will develop and maintain the in-house models and pricing libraries, providing firm wide live risk and Profit&Loss to support trading in Fixed Income, Commodities, Credit and FX derivatives. Our Tel Aviv office is based in Ramat Gan.
This is a unique opportunity to join one of the leading hedge funds in the world and enter the fast-growing world of FinTech, learning from the best in the field. We offer a fast-paced environment with excellent international growth opportunities and exposure to world-class financial technologies and global markets.
Responsibilities
" Take part in the development and enhancement of the back-end distributed system, enabling continuous firm wide risk and Profit&Loss calculations
" Work closely with Quants and Quant Developers globally to develop pricing and risk analytics for our in-house pricing library
" Participate in the development of in house pre-trade analysis and market analysis tools for Portfolio Managers
Job Qualifications:
" Substantial experience developing in C++ (Expert understanding of the C++11/ C++14/C++17 standards is a must)
" Previous experience leading / managing a team
" Experience developing and maintaining back-end distributed system.
" Experience working with a source control system (preferably Git)
" BSc in computer science or another quantitative field (M.A. degree is a plus)
" Excellent communication skills
" Able to work independently in a fast-paced environment.
" Detail oriented, organized, demonstrating thoroughness and strong ownership of work
Additional valuable skills (nice to have)
" Experience with CI/CD
" Familiarity with Linux platforms
" Experience with Fixed income analytics pricing & risk analytics
" Experience with Docker/Kubernetes
" Experience with financial mathematics and statistics.
" Experience in the financial industry"
Company Occupation:
High Tech
Company Size:
Small (0 - 50)