What are the responsibilities and job description for the Quant Developer - Treasury position at MPG Operations LLC?
Quant Developer - Treasury The Treasury Technology team at Millennium is responsible for creating the systems required by the Treasury, and Treasury Operations Departments. These systems cover Liquidity Management, Margin Replication, Margin Optimization, Cash and Collateral Management, Cash Wires, Liquidity Stress and Equity Finance; they are used across the firm by a range of users including Treasury, Operations, Front Office users, Portfolio Managers, and Senior Management. Principal Responsibilities Work across a global technology organization to solve business problems. Face off to global business stakeholders to drive requirements and lead projects. Own delivery timelines for Treasury applications and projects. Hands-on development Qualifications/Skills Required Strong quantitative, problem solving and analytical skills. 5 years experience working as a Quantitative Developer. 3 years of relevant experience working in FinTech; must have familiarity with Capital Markets concepts and operational structure. Experience with Distributed Computing, Platform Development, Networking, System Design 5 years of hands on programming experience with an understanding of Object Oriented Programming, Design patterns, Service Oriented Architecture, Concurrency, and SOLID principals. Hands-on Python or similar experience Hands-on .NET experience, including C#, ASP.NET MVC, and ASP.NET WEB API. Experience with enterprises databases such as MS SQL Server, Sybase, or Oracle. Recent ownership of one or more large software systems and experience managing end-to-end application lifecycle Proven ability to thrive in a dynamic, fast-paced environment; self-starter, energetic, independent work ethic. Strong written and verbal communication skills. Experience working with continuous delivery tools. Bachelor’s, Master’s or PhD degree in Computer Science, Operations Research, Applied Mathematics, Statistics, or equivalent field. Optional Experience Experience with portfolio optimization models and/or machine learning models. Experience building/enhancing SDLC and Agile development methodologies.
Equity Quant Developer
Bank of America -
New York, NY