Skip to main content
McCarthy Search

Senior Quantitative Developer (Cross-Asset Lead)

L7

thurn partnersBrooklyn, NY3 days ago

Occupations

Financial Quantitative AnalystsFinancial Risk SpecialistsFinancial and Investment Analysts

Industries

Portfolio Management and Investment AdviceInvestment Banking and Securities IntermediationMiscellaneous Financial Investment Activities
A Lead Quant Developer / Strat role, owning the pricing, analytics, stress-testing methodology and risk platforms that senior leadership depends on every day. The business continues to expand across asset classes, and the team needs a leader to shape and deliver its cross-asset analytics strategy. The central challenge is keeping risk representation, methodology and views consistent across the firm at scale.
Your Role: Be the senior point of contact for Risk Managers, the CRO and business stakeholders, translating their needs into a clear, prioritised book of work and driving it through to delivery. Own the team’s operating rhythm, covering prioritisation, architecture review and turning incidents into investment decisions. Resolve methodology and design debates, review designs and take personal ownership of the toughest cross-asset problems. Bring central and front-office risk systems into line so risk is represented consistently across the firm. Shape the strategic platform roadmap, including on-demand and what-if analytics, follow-the-sun processing, and guideline definition and enforcement, along with the engineering standards that support it. Work closely with Quantitative Research, engineering and the wider business to deliver end-to-end risk methodology and analytics.
Experience Required / About You:
  • Significant experience as a quant developer, desk strat or front-office quant in market or portfolio risk across multiple asset classes. Desk-facing experience is valued as highly as central risk experience.
  • Deep expertise in derivatives pricing, sensitivities, volatility calibration, scenario and stress methodology, VaR and attribution.
  • Strong production engineering in a modern language, with a track record of leading technical teams while staying hands-on in the analytics and the code.
  • A solid grasp of trading book economics (P&L, hedging, sizing and limits) and credibility with senior stakeholders.
  • Depth in one or more of: rates derivatives, macro and FX, equity derivatives and volatility, credit and converts, or commodities.
  • A strong quantitative foundation. An advanced degree is a plus but not essential.
  • Further Context:
  • The firm has an outstanding culture and is one of the most respected names in the industry, known for building advanced in-house technology and constant innovation.
  • This is a senior, highly visible role. It reports into the team’s engineering leadership and works directly with the Chief Risk Officer.
  • The firm invests heavily in its people and their environment, and there’s real scope for progression.
  • This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please get in touch for more details.
Apply now (opens in a new tab)
Apply now (opens in a new tab)

Level

ManagerL7

Location

Brooklyn, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

3 days ago

To get sharper similar jobs, create your profile using the link below.

Create profile