Quantitative Developer

 

Job Description

  • An advanced degree in Computer Science, Math, Physics, or similar quantitative field
  • 7+ years of professional C++ development experience – bonus points for work in finance, more bonus points if the work involved high-performance Monte Carlo simulation, even more bonus points if you have experience coding on GPU’s.
  • Experience managing a team of talented diverse individuals.
  • High comfort level around complex mathematical models.
  • Ability to communicate ideas clearly in both technical and non-technical settings.

What You Will Be Doing

  • Manage a small team with the focus on building a new and exciting product which complements  existing analytical tool set.
  • Quantitative coding: write performant code for simulating a variety of asset classes.
  • Working on developing mathematical models for forward simulation of financial quantities both in P and Q measure.