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Senior Software Engineer: Quantitative Finance (New York City, NY)This individual will develop commercial-quality financial solutions software.The ideal candidate may reside in any state with occasional travel to our corporate office in Seattle, Washington. DUTIES AND RESPONSIBILITIES: Application programming for quantitative finance in the following areas: risk analytics, portfolio optimization, asset pricing models, financial database access, and quantitative trading strategies. Design and implement new functionality in S-PLUS , C/C++, and Java. Create unit tests. Write help files and other documentation. Provide second-tier support for financial engineering questions. The above statements describe the general nature and level of work being performed in this job. This is not as exhaustive list of all duties, and indeed additional responsibilities may be assigned, as required, by management. REQUIRED KNOWLEDGE AND SKILLS: Education and Training: Requires advanced degree in quantitative finance or equivalent (economics, statistics, etc.); undergraduate degree in engineering or science (engineering, computer science, statistics). QUALIFICATIONS: Experience developing production-quality software in C/C++ required. Experience with Java/J2EE, XML/XSL, C#/.NET, web services, SQL will be very beneficial. Excellent knowledge of mathematics, statistics, and statistical computing required Experience with statistical programming languages required: S-Plus/R, Matlab, SAS. Knowledge of financial mathematics and experience developing software using financial data required. Database design/development and datafeed integration with FAME, Bloomberg, or FactSet preferred. Strong software engineering practices. Experience with source control systems, defect tracking systems, unit test frameworks, and similar tools. Ideal candidate will have 5+ years as a Quantitative Developer. WORK ENVIRONMENT & PHYSICAL DEMANDS: We are offering a great team that is seeking your contribution. Insightful offers great compensation for proven performers, incentive bonus, stock options and generous benefits with an exceptional opportunity to grow as we continue our rapid expansion. We strive for a healthy, productive work/life balance, while enjoying the opportunity to substantially contribute to the direction and success of our business. Insightful, Corporation is an equal opportunity employer and does not unlawfully discriminate on the basis of race, sex, age, color, national origin, marital status, veteran status, disability status or any other basis prohibited by federal, state or local law. CONTACT INFO: Please send a resume and cover letter to the following address below. Please include the job code 2006G2GY in the subject line of your email for immediate consideration.
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