Lead Quantitative Developer

Open Systems Technologies is a national provider of smart staffing solutions, providing contract staffing, permanent placements and executive searches in the following skill areas:

- Technology

- Finance, Accounting, and Operations

- Government Services

- Legal

- Global Services

Established in New York in 1990, Open Systems Technologies is one of the largest, privately held, staffing companies in the world. We have experienced organic growth over the past 25 years and currently employ over 1,500 consultants in 16 domestic and international markets. Through our brands of Open Systems, OST Financial, OST Legal, OST Government Services, and OST Global we strive for continued expansion and excellence in the staffing industry. With the Global Services division, starting Jan-2012, Open Systems has expanded into the ITO & BPO Projects/Solutions business.

Ever wanted to join a lead investment strategy firm focused on deploying systematic, technology focused trading strategies? This is your chance! Our client is a leading entity in the field of quantitative development. You would be joining a new team as a Lead Developer creating strategies focusing on short term futures, FX and options.

Responsibilities

• Design, develop, and integrate modular system components for real-time trading
• Option pricing and Greek computation
• Signal and forecast computation
• Position, risk, and P&L services
• Compute cluster, high throughput research infrastructure
• Trading system robustness
• Monitors, dashboards

Requirements

• Masters or PhD in Computer Science or a quantitative discipline
• 4+ years experience in a quantitative options business (US based)
• Strong quantitative skills
• Expertise in C++ or Java, Python
• Expert implementing systems for real-time option pricing, risk, and execution
• Expert implementing fully automated option delta hedging strategies
• Implementing real-time forecast, alpha services
• Ability to assess buy vs build tradeoffs and performance tradeoffs
• Knowledge of options on futures, equity indices, ETFs, stocks, FX)

All your information will be kept confidential according to EEO guidelines.