Quant developer

Responsibilities:

· Build cutting edge components within an in-house analytical library to improve firm capabilities in trading and risk managing derivative products
· Participate in design and optimization of an analytics library and its integration with IT systems
· Provide expertise on quantitative aspects of financial product pricing across multiple asset classes
· Create tools to improve productivity of a trading desk
· Participate in improvement of team's development processes
· Provide development and analytical support to Corebridge Capital Markets user base as well as Remainco Capital Markets business groups during the TSA period

Skills:

· Excellent programming skills in C++ (in a commercial environment and with front-office strat/quant team is a plus)
· Good understanding of derivatives products in one or more asset classes including rates, equities, foreign exchange and credit

· Good understanding of basic financial math of derivative pricing and numerical methods
· A minimum of two years of relevant experience in quantitative library development
· Result oriented, highly dependable and strong attention to detail
· Ability to learn quickly
· Advanced degree in Math/Physics/Computer Science/Engineering is a plus
· Good knowledge of SQL is a plus