Principal Quantitative Developer

Job description

Job Description: Position Description: Develops high-performance enterprise analytics platforms to support proprietary investment risk models across fixed income securities (bonds, mortgage-backed securities, structured products, and derivatives), using C/C++, Python, SQL, and Linux. Performs integration and utilization of financial libraries (QuantLib and MATLAB), along with financial data sources – Intex, Bloomberg, Refinitiv, TIPS, and other market data providers. Performs infrastructure enhancements using modern DevOps practices (Continuous Integration/Continuous Delivery (CI/CD) pipelines, Kafka, Docker, Helm charts, Amazon Web Services (AWS), and Elastic Kubernetes Service (EKS)). Primary Responsibilities: Develops software system testing and validation procedures, programming, and documentation. Researches, designs, and develops computer and network software or specialized utility programs. Analyzes information to determine, recommend, and plan computer software specifications on major projects, and proposes modifications and improvements based on user need. Applies principles and techniques of computer science, engineering, and mathematical analysis. Updates software or enh...