Rust Job: Quantitative Developer-Programmer, Mortgage Tradin

Job added on

Location

New York, NY - United States of America

Job type

Full-Time

Rust Job Details

Founded in 1992, Cerberus is a global leader in alternative investing with approximately $60 billion in assets across complementary credit, private equity, and real estate strategies. We invest across the capital structure where our integrated investment platforms and proprietary operating capabilities create an edge to improve performance and drive long-term value. Our tenured teams have experience working collaboratively across asset classes, sectors, and geographies to seek strong risk-adjusted returns for our investors.
Job Purpose:
Cerberus Capital Management (CCM) is recruiting a Quantitative Developer/Programmer to work on our mortgage trading desk. As a Quantitative Developer/Programmer, you will work directly with trading desk to engineer and optimize data processing, model development, trading processes and interface developments.
Responsibilities & Deliverables:
  • Explore and develop analytic tools/custom packages in Python to analyze large datasets more efficiently
  • Work with desk quants and traders directly to Implement and test various models
  • Partner with other developers/programmers on the team on larger scale projects
  • Other ad-hoc projects involving position and risk management, server-side programming and distributed computing, web-based user interface development etc.
Key Requirements:
  • Undergraduate degree
  • Master’s degree a plus
  • 2+ years of experience in production programming environment
  • Advanced knowledge of one of the following languages C++/C, java/Kotlin, Go, Rust, or other system-oriented languages
  • Experiences working with large tabular data: SQL, python pandas, Perl PDL other related
  • Experience in writing a compiler or interpreter a plus
  • Experience with simple Web interfaces a plus
The base salary for this position is expected to be between $100,000.00 and $125,000.00. The base salary offered to the chosen candidate will be commensurate with a candidate’s relevant experience and other qualifications for the position, as determined by the Company in its sole discretion. In addition to base salary, this position is eligible for an annual discretionary bonus[, which is often a meaningful portion of the compensation package,] and a robust benefits package.