Required Quant Developer.
Research, design and implementation of numerical software for financial data analysis, option pricing, risk management, clearance applications and revaluation projects.
Responsibilities:
Analyze and develop new model frameworks by supporting the line of business.
Refine, monitor and review existing models.
Work with large data to create models.
Identify potential areas for enhancements including suggestions for ongoing maintenance and improvement of overall code quality.
Design implement and verify math software.
Interact closely with other development teams.
Requirements:
MSc. in Mathematics/ Physics or engineering with strong mathematical background.
At least 4 years proven experience in C/C++.
Proven experience in design & implementation of numerical algorithms.
Fast learner, with ability to learn independently market realities and relevant financial math.
Team player and good communication skills, able to see through the whole development and integration process.
Excellent English.
Preferred:
PhD in Mathematics/Physics.
Experience in working with large data sets.
Experience in the financial area.
Experience with Data Science.
Experience with C# development.