Verition Fund Management LLC (“Verition”) is a multi-strategy, multi-manager hedge fund founded in 2008.  Verition focuses on global investment strategies including Global Credit, Global Convertible, Volatility & Capital Structure Arbitrage, Event-Driven Investing, Equity Long/Short & Capital Markets Trading, and Global Quantitative Trading.

We are looking for a quantitative developer to work in the quantitative research department on design, development and implementation of a state-of-the-art cross asset pricing and risk system. The system is implemented as a server written in C++ and clients in lighter front ends, primarily Python and Excel.  

Responsibilities:

• Design and implementation of server client architecture. 
• Design and implementation of continuous release and testing system.
• Design and implementation of database including access administration.
• Design and implementation of real-time and batch job production routines for calibration, pricing, risk and scenario generation on internal and/or external cloud architecture.
• Assistance with advanced computational technologies: multithreading, vectorization, adjoint differentiation, machine learning, profiling and analysis.
• Close collaboration with quants and stakeholders in trading and risk management on getting the job done and liaising with IT on how to do it in accordance with common standards and best practices.

Qualifications:

• Bachelor or higher in STEM.
• Strong skills in C++.
• Experience working with Python, Excel, and SQL in Windows and Linux.
• Experience with GitHub and VS Code is a plus.
• Hands-on and collaborative attitude.