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
Responsibilities
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
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