Quantitative Developers (C++/Python/Java)

Multiple headcounts open from mid to senior levels at a leading financial institution. The role focuses on developing trading strategies and analytics for Delta One, Prime Services, and SBL desks, while enhancing and supporting real-time platforms using Python and C++. Key Responsibilities: Develop and enhance trading strategies for index/statistical arbitrage and market making. Provide analytics and solutions for SBL/Synthetic Swaps. Support and optimize existing platforms to improve accuracy and performance. Collaborate closely with traders and stakeholders to resolve issues and build tools. Design and implement new platform components and infrastructure. Requirements: Bachelors or higher in computer science, math, engineering, or a related field. Experience in quantitative development within equity derivatives. Solid programming experience, strong in Python and familiar with SQL. Java and/or C++ is a plus Excellent problem-solving, communication, and teamwork skills. Self-motivated and able to thrive in a fast-paced environment.