Who will love this job 

• A scientist – you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics 
• An engineer – who has a passion for computer science, system performance, clean code and architecture with an owner mentality 
• A doer – who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result 
• A learner – who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance 
• An excellent teammate – who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment 

What you’ll do 

• Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives 
• Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform 
• Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs 
• Document methodologies to support internal and external model validation and compliance processes