Strategic VP – Java / C++ (Front Office Quant)

Location

NYC, NY & Charlotte, NC (Onsite)

Role Description

Client ’s Capital Markets' Strategists Group in the Front Office is engaged in generating high value cross asset solutions for risk and P&L using Polaris Platform. This group is also responsible for ensuring the consistency or models and usages across lines of business and carry forward one system Agenda. Polaris Core Strategists are a key part of Client CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Polaris, which is a next generation risk, pricing, and trade management platform.

Role Objectives

• Support trading desk for modeling, pricing and risk request. Generate solutions or trading ideas.


• Developing Polaris (Java/C++) analytics model that is used to price and risk manage financial products.


• Support of traders/sales of the frameworks, communicating with other quant teams and technology groups.


• Work closely with trading desks, technology teams, and risk management to ensure alignment of quantitative tools with business goals and regulatory standards.


• Help mentor a team of quantitative strategists and developers, setting direction for model development, research initiatives, and technology integration.

Qualifications and Skills

• 10+ years of experience in quantitative strategy or research within capital markets, including leadership and hands-on development.


• Deep understanding of financial instruments, market microstructure, and trading systems.


• Proven ability to lead complex projects and deliver high-impact solutions in a dynamic environment.


• Strong programming skills in Python and/or C++, and professional experience with systems like Athena, Quad or SecDb is a plus.


• Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code


• Experience writing high quality Python is preferable


• Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations


• Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics