The person in this role will implement new investment valuation models and maintain previously built models as a member of the quantitative analysis group. Candidates will have tremendous growth potential, as they will be joining a small and growing team with a superb track record and great potential for continued future successes.
 
Responsibilities include creating software that encompasses a full range of functionality, such as: Download data from live data feeds into models used to price and hedge options in real time; Combine historic data with live data feeds; Manage data feeds that may contain errors or may become corrupted; Write GUIs for pricing models that enable a trader to change parameter values and display resulting changes in valuation; Maintain large databases and integrate data from multiple sources; Run Monte Carlo studies and out of sample simulations; Use statistical programs to compute optimal portfolios.   The ideal candidate will have a degree from a top University and should have experience with software development and quantitative analysis. In addition, this person should be extremely proficient in one or more major language, such as C++ or Java; Familiarity with Windows and VB.NET; Expertise with database design and functionality, such as SQL and/or familiarity with SQL Server and/or Access; Expertise in data analysis, statistics/econometrics, and/or quantitative finance; Experience with statistics computing packages, such as SAS, S++, SPSS, Gauss; Familiarity with statistical techniques, including Robust Estimation, exploratory data analysis, non parametric estimation.

Candidates should have a track record of producing extremely clean and well-commented code and documentation, and helping to develop and implement models in a collaborative group. Experience with manipulating large datasets; Familiarity with Monte Carlo and related numerical methods is a plus.  

 For consideration please forward your resume in WORD format to Ian@comprehensiverecruiting.com