Software Engineer - Backtesting & Volatility Screening
Intelliswift Software, Inc, New York, NY, United States
Job Title:
Software Engineer – Backtesting & Volatility Screening
Location:
New York, NY 10036 (Hybrid – 2/3 days onsite)
Duration:
5 months
Pay Rate Range:
$58.62/Hour
Intelliswift Software Inc. conceptualizes, builds, and supports the world's most amazing technology products and solutions. Our team of rich experts from diverse backgrounds contributes to making Intelliswift one of the most reliable partners in IT and Talent solutions. We specialize in delivering world-class Digital Product Engineering, Data Management and Analytics, and Staffing Solutions services to Fortune companies, SMBs,
ISVs, and fast-growing startups.
Job Description:
Develop a volatility screening tool focused on skew, term structure, and convexity in equity derivatives markets.
Build and implement a backtesting framework for the analysis of historical data and trading strategy performance.
Collaborate with the Equity Derivatives team to ensure the tools align with trading and risk management requirements.
Perform data analysis, modeling, and visualization to support tool development and performance evaluation.
Continuously refine and enhance the tools based on feedback and new market insights.
Ensure the scalability and efficiency of the tools for use in a real-time, dynamic trading environment.
Must Have Requirements:
2+ years - Strong expertise in programming languages such as Python, C++, or Java, with a focus on data analysis, modeling, and tool development.
2+ years - Experience ability to work with large datasets.
Strong problem-solving skills and an ability to work efficiently in a high-pressure, fast-paced environment.
Excellent communication skills and the ability to collaborate with both technical and non-technical stakeholders
Nice to have Requirements:
Experience with quantitative finance or prior work in derivatives trading or risk management.
Knowledge of volatility modeling and experience with derivatives pricing and risk metrics.
Familiarity with database management and real-time data processing.
Experience with back testing frameworks and the
Previous banking experience.