Senior Quantitative Developer

Senior Software Developer

Job Purpose

We are looking for an experienced engineer with a strong mathematical background to participate in the development of financial mathematical libraries using in the evaluation and risk management of complex derivatives.

Responsibilities

• Participate in quantitative research and development in the areas of valuation of financial instruments and risk management of portfolios of such instruments (mathematical coding in C++).
• Implement new quantitative models for pricing and risk management.
  
  
• Support new trade types and financial instruments within the existing framework.
• Improve the design and architecture of our C++ library for scalability and maintainability.
  
  
• Identify and implement best practices in software engineering and quantitative development.

Knowledge and Experience

• At least 3 years of professional experience in a quantitative position.
  
  

• Advanced degree in math/applied math or similar (BSc candidates may be considered).
• Significant experience in developing algorithmic production quality code in C++.
• Degree/work experience as a financial quantitative analyst is a significant advantage.

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