Quant Developer Resume Samples

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Quant Developers are employed by finance companies and are responsible for creating and maintaining algorithms for financial instruments. Typical responsibilities of a Quant Developer include upgrading existent trading infrastructures, improving code quality, testing the performance of the trading strategy code, eliminating bugs, solving technical issues, and supporting traders. The most successful example resumes mention assets such as programming skills, coding experience, leadership, creativity, time management and teamwork. Employers select resumes displaying a degree in computer science or engineering.

1

AVP, Sr. Quant Developer and E-business Architect for Bond Trading Desk

Designed the e-business architecture for Fixed Income Trading Data Service using Core Java/J2EE on ATG, Oracle

  • Customized IRIS Bond trading and analytics library system in C++ on Oracle, UNIX and NT
  • Developed the first firm-wide on-line trading data service prototype in Core Java/J2EE, UML, JSP on ATG, Oracle, Sybase, SUN Solaris and NT environment
  • Managed three teams of developers from London, Hong Kong and New York offices
Candidate Info
7
years in
workforce
1
year
at this job
BS
Energy Engineering
MS
Mechanical Engineering
PhD
Bioengineering / Computational Fluid Dynamics
2

Financial Analyst & Quant Developer

Designed auto-trading strategies for foreign currencies, futures and options based on Technical Analysis, Fundamental Analysis and Quantitative Analysis with historical data for the purpose of making stable, extremely low risk return with high frequency trading

  • Conducted Currency Market research in different period with different currency pairs
  • Coded algorithmic systems and indicators with C++ using the FXCM platform for online foreign currency trading
  • Monitored financial networks to identify strategic investment opportunities and threats.
  • Researched business and economic news by utilizing Bloomberg
  • Build two trading models for EURUSD and USDJPY currency pairs trading, achieving 1286 profitable trades out of a total of 1847 trades (69.62%), with a return of 23.79% and 12.63% maximum drawdown
Candidate Info
2
years in
workforce
1
year
at this job
BS
Software Engineering
MS
Corporate Finance, Accounting
3

Quant Developer

Worked between traders and quant modellers to implement new pricing models, including a skew_dependent correlation pricing model to value arbitrage trades of option of baskets vs. basket of options.

  • Developed marketData plugin in C++ to load gas shaped curves.
  • Developed arbitraged pricing solutions and library components, including commodity dispersion and apo trades. The development uses quant library toolkit and pricing/risk components. Also developed daily P/L explained.
  • Performed pricing/risk validation and reconciliation between two systems.
  • Developed 3-tier daily trades report using Excel as front UI and C#.NET & SQL database as back-end
  • Provide support of pricing/risk operation
Candidate Info
14
years in
workforce
1
year
at this job
C
Quantative Finance
BA
Physics
MA
Software Engineering
4

Quant Developer, Portfolio Manager, Strategic Investments Group

Successfully built and implemented fully systematic bottom-up quantitative long/short equity strategy with AUM of $55MM a side and net Sharpe of 1.2 over two and a half years.

  • Researched and built a novel credit (individual CDS) trading strategy based on equity signals and factor-rotation approach with very high profitability estimates.
  • Designed/wrote (S+ and R) research and implementation platform for quant equity research integrated with Bloomberg, Reuters MQA and BARRA applications.
  • Research focused on sector-relative fast adapting factor rotation with high turnover.
Candidate Info
23
years in
workforce
4
years
at this job
MS
Operations Research
5

Quant Developer

Developing risk and trading tools for fixed income, commodity, and index options

  • Developed an internal VaR risk management and Greeks monitoring system (C#).
  • Developed tools for processing historical data and reducing inventory risk (C#, Matlab).
  • Monitoring risk exposure for 12 interest rate, commodity, and index desks (C#, Matlab).
Candidate Info
5
years in
workforce
2
years
at this job
PhD
Computational Chemistry
Computational Materials
6

Quant Developer/software Analyst

  • Designed and developed intraday risk monitoring for prop trading group positions.
  • Designed and developed HF market data feeds handlers. Used in high-volume ETF market making strategy.
  • Developed real-time position server for prop desk
  • Created IBES QFS data converters. IBES QFS data were made available via MySQL database
  • Skills: QAI, python, C++, C#, BARRA
Candidate Info
20
years in
workforce
3
years
at this job
MS
Physics And Applied Math
7

Principal Quant Developer

Currently working on the GAA BarraOne rewrite project in the role of senior Quant developer/ analyst.

  • Interfaced with the risk analysts, risk managers and various other stakeholders to understand the BarraOne project.
  • Understood and Analyzed the functional requirements to define the system and technical requirements.
  • Worked on major functionality within the BarraOne risk project that loads fund of funds, fund of subs and benchmark data into BarraOne.
  • Currently working on defining and creating the Risk Subject Area datamart.
Candidate Info
22
years in
workforce
3
years
at this job
BA
Bachelor of Arts

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