The Portfolio Analytics team is beginning a complex and ambitious project to build a world-class portfolio analytics system. This effort comprises new and interesting projects around the area of equity and fixed income performance attribution, asset allocation, and optimization. The Risk Analytics team is beginning a state-of-the-art risk management product covering a wide range of asset classes and risk measurement methodologies, as well as offering cutting edge research in the field.
Require:
•      5+ years with large-scale client-server C++ software, service-oriented architectures, and relational databases
•      Solid experience with data structures, algorithms, and multi-threaded programming
•      Ability to articulate technical vision, mentor team members; strong communication skills
Nice to have:
•      Experience in portfolio level analytics, fixed income, or derivatives analysis a plus.
•      Strong performance measurement and optimization skills
•      Experience in the market risk management field and/or quantitative finance is a strong plus
•      Experience with MATLAB
•      Experience with Python
This is a full time opening with a solid base, bonus and great benefits for the employees and their families.   RELOCATION PACKAGE IF NEEDED. Please send your resume to Katherine Batarin at kbatarin@dtg-usa.com; or call me on +1-212-947-0705 and speak in strictest confidence for further information.