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Head of Core Library Development

  • Job type: Permanent
  • Location: New York
  • Salary: US$500000 - US$1000000 per annum
  • Job reference: 167661/001_1529013935
  • Sector: Development , Selby Jennings
  • Date posted: 14/06/2018

We recently spoke with the Global Head of Quants at a leading Investment Bank, who is looking to bring on board a hands-on Global Head of Core Library Technology in NYC. This hire is due to recent restructuring and a global reallocation of resources that has led to a significant amount of growth in the US. Although the library has been in existence for years, it has served as the foundation of the success of the business.

If you are a passionate coder with applied experience in improving the speed and efficiency of firm-wide libraries and managing top performing teams, please apply with an updated CV and we can discuss the further details. Given the importance of this position, the business is budgeting $600,000 to $1,000,000 total compensation.

Responsibilities:

  • Manage a global team of 7+ Associate and VP level Quant Developer

  • Lead the thought process behind the architecture and development of the library

  • Coordinate with Asset Class Quant and Trading heads

  • Research emerging technologies to be implemented within the library

  • Build innovative modules and features within the library and lead code review

Requirements:

  • 10+ years of applied expertise in C++ library architecture

  • Applied experience using GPUs to increase speed of firm-wide libraries

  • 10+ years of front office cross-asset development experience

  • Expertise in PDEs and Monte-Carlo Simulation

  • Demonstrated experience of leading a technology or quant team of 5 or more

  • Advanced degree in quantitative discipline (i.e. Computer Science, Physics, Mathematics, etc.)

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