5 дней назад
Quantitative Developer (C++)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Developer (C++/Options Pricing): Developing and optimizing options pricing models and pricing systems for a low-latency quantitative trading environment with an accent on mathematical model implementation, numerical calibration, and large-scale data processing. Focus on translating complex quantitative models into high-performance software, integrating pricing systems with trading infrastructure, and ensuring reliable interoperability across data-intensive systems.
Location: Bala Cynwyd (Philadelphia Area), Pennsylvania, United States
Company
is a quantitative trading firm that combines research, engineering, trading, machine learning, and advanced quantitative analysis to develop systematic trading strategies.
What you will do
- Work with quantitative researchers to understand pricing logic and implement models in C++.
- Translate complex mathematical models into production software applications.
- Develop and optimize options pricing applications in a performance-demanding environment handling large-scale data.
- Integrate pricing systems with existing trading infrastructure and data systems.
- Ensure reliable data flow and interoperability in a low-latency trading environment.
Requirements
- At least 5 years of software development experience with C++.
- Hands-on experience with numerical optimization methods for model calibration and tuning.
- Strong problem-solving skills and the ability to understand and implement complex mathematical models.
- Strong communication skills for explaining technical concepts to researchers and other stakeholders.
- Bachelor’s degree or higher in computer science, mathematics, or a related STEM field.
Nice to have
- Experience with financial concepts and instruments related to quantitative trading, pricing, or valuation.
- Previous options trading experience.
- Experience with Python, notebooks, and data analysis.
Culture & Benefits
- Intellectually driven and highly collaborative working environment.
- Collaboration among quantitative researchers, engineers, and traders.
- Exposure to machine learning, advanced quantitative research, and large datasets.
- Immediate start opportunity.
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