Quantitative Analyst/Developer
Company Overview
As a leading global technology solutions provider to the investment management industry, Confluence helps clients solve complex investment data challenges across the front, middle and back office. From innovative portfolio analytics to regulatory and financial reporting solutions, Confluence invests in the latest technology and data and in its team of industry experts to meet the evolving needs of asset managers and service providers. Headquartered in Pittsburgh, PA, Confluence services over 400 clients in 40 countries, with locations across Europe, North America, South Africa, Australia and Asia.
About the Role
As a Quantitative Analyst, you will join a small team of subject matter experts developing portfolio management software aimed at front office, facilitating investment decision making, risk analysis and performance attribution. The ideal candidate will be able support and deliver quantitative models in wide variety of markets, including rates, credit, inflation, equities, commodities, FX and securitized.
Desired skills
•Experienced in investment banking analytics and a deep knowledge of mathematical finance
•Track record in using and integrating 3rd party financial libraries
•Expertise in one area such as swaptions and LPI analytics, or building interest rate curves, or equity option valuation
•Experience in building analytic tools in C# (or C++ or Python)
•Background in writing code for a n-tier architecture running on a globally distributed platform
•Familiar with Postgres or similar database system (including SQL) and preferably have experience with data-intensive computing
•Knowledge of testing frameworks
•'Can do’ Attitude
•Self Driven – able to see a gap and propose a solution
• Ability to communicate effectively with the business, developers and users
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