VP-level quantitative developer (C++/IRD)

Company: HRB
Location: Newport Beach
Posted on: March 10, 2025

Job Description:

Our client is one of the world's premier fixed income investment managers with thousands of professionals around the world united in a single purpose: creating opportunities for their clients in every environment. They bring innovation and expertise to their partnership with the institutions, financial advisors and millions of individual investors.JOB DESCRIPTIONThe Analytics Platform team is seeking a VP-level quantitative developer to support interest rate (IR) derivatives. It is a phenomenal opportunity to get exposed to advanced analytics across the full spectrum of IR products. The candidate must possess programming aptitude in C++ and Python as well as a fairly deep understanding of interest rate products, which include volatility and spread instruments.Location: Newport Beach, CARESPONSIBILITIESThis role is not in rates modeling but requires constant interactions with rates quants. It includes integration with the firm's Beacon platform and implementation of exotic products in highly comprehensive market scenarios. The development can be in hybrid mode across cloud and on-premises.REQUIREMENTS

• Minimum master's degree in Computer Science or hardcore engineering with math background. Graduation from top schools is preferred.
• 5-7 years of work experience in top-tier financial firms; directly supporting fixed income trading is preferred.
• 3-5 years of work experience in implementation of yield curves, volatility cubes, and both vanilla and exotic interest rate derivatives.
• Extensive programming skill in C++ (STL, boost, design pattern, and C++11/14) and experience in Python programming as well as interface between C++ and Python. This is a hands-on job in a highly productive environment.
• Strong attention to detail with high standards; responsible for the whole development cycle.
• Able to articulate issues and explain to quants and portfolio managers.
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Keywords: HRB, Newport Beach , VP-level quantitative developer (C++/IRD), Executive , Newport Beach, California