Global financial services firm is looking to hire a Quant / Quantitative Developer.
The derivatives valuation models and analytics developed by the team are used globally for pricing, hedging, risk management, trading limits and capital. The accuracy and the performance of these models have a direct impact on client competitiveness and profitability. The reliability and the robustness of the analytics enable the business to view and hedge risks efficiently.
- Model library design and development
- Front office analytics design and development
- PhD or Master’s Degree in Software Engineering, Computer Science, Mathematics, Physics or other quantitative areas
- 3+ years’ direct front office experience as a quant or quantitative developer working on a large derivatives model library
- Strong programming skills in C++, C++11 or higher version; experience with other programming languages such as Python, Java, or Scala
- Development experiences in Monte Carlo simulation and numerical PDE
- Experiences on development on both Linux and Windows platforms
- Good communication and interpersonal skills and a team player
- Ability to work well in a fast-paced environment with changing priorities