- 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.