Job Description

Reference # : 17-07191Title : Sr. Quantitative Finance Analyst / C++ Developer
Location : Atlanta, GA
Position Type : Direct Placement
Experience Level : Start Date : 07/27/2017
Description
Sr. Quantitative Finance Analyst / C++ Developer
Grab the opportunity to achieve your full potential! Eclaro is looking for a Sr. Quantitative Finance Analyst / C++ Developer for our client in Atlanta, GA.
Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!

The Senior Quantitative Finance Analyst/ C++ developer will join the Consumer Retail Analytics team in the Global Risk Analytics organization. The team produces, supports and runs econometric models for mortgages, credit cards, vehicle loans and deposit overdrafts. These models are used for stress testing, valuation, risk management, capital and liquidity planning, underwriting and other strategic or day-to-day decision-making purposes.
The work is fast-paced and intellectually challenging, and the team has frequent interactions with senior bank management and regulatory agencies to continuously improve our models and adapt to changing market and regulatory needs.
Candidates need not have previous finance experience but will be expected to quickly develop acumen and intuition for financial risk models. Candidates will build their advanced programming skills and work with staff in Corporate Investments, Balance Sheet Management, Model Risk Management and internal/external audit.

RESPONSIBILITIES:
• Ownership and responsibility for subset of models
• Management of junior staff
• Understanding financial and business rationale behind models and being able to interpret model results and limitations critically
• Designing and implementing flexible, maintainable, correct and efficient C++ code
• Studying and understanding technical model documents from team of statisticians
• Updating C++ and configuration files to match new/updated credit/prepayment/cash flow models
• Testing and debugging code to ensure correctness over wide range of inputs
• Reviewing, refactoring and optimizing existing code
• Participating in peer code reviews and collaborative development with other developers and quantitative finance analysts
• Supporting model users and assisting in development of production processes

EXPERIENCE/REQUIRED SKILLS:
Degree in a technical field (Finance, Math, Engineering, Physics, Computer Science)
• 5 years professional experience writing maintainable and efficient C++ (fewer years accepted with applicable postgraduate degree)
• Ability to direct junior developers and review their code
• Ability to work independently, with minimal supervision
• Basic scripting using Perl/Python/R/Bash
• Strong mathematical/quantitative skills, including statistics, calculus and linear algebra
• Extensive experience with object oriented design, STL and templates
• Strong attention to detail
• Unit/regression testing
• Ability to visualize and manipulate data using Excel
• Good verbal/written communication skills
• Willingness to learn and share knowledge
• Comfort in working in a team environment

PREFERRED SKILLS:
Postgraduate degree in a technical field
• C++11 experience
• Boost experience
• Experience with Perl/Python/Lua/R/AWK/SAS/SQL
• Linux/Unix shell
• Source control experience (SVN/Perforce preferred)
• Experience in competing risk models, financial theory, economics, derivatives pricing, stochastic calculus or machine learning.
• Experience of Monte Carlo Simulation
• Experience with parallel/cluster computing (using PVM, SLURM, MapReduce, Hadoop, etc)
• Experience working with very large data sets
• Experience with performance optimization and profilers (gprof, VTune etc)
• Ability to multitask and properly prioritize multiple projects

Interested in applying? Contact Charly Vie at charly@eclaro.com now.

Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

Application Instructions

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