TL;DR

Senior Quantitative Developer (Fintech): Develop and maintain theoretical pricing and risk management models for fixed income instruments and derivatives with an accent on C++ development and financial technology solutions. Focus on designing efficient pricing models, collaborating with stakeholders, and ensuring continuous improvement of financial instruments pricing.

Location: Hybrid in Stockholm, Sweden

Company

%hirify_global% is a financial technology company focused on delivering innovative solutions in fintech.

What you will do

Analyze functional gaps to ensure continuous theoretical pricing of fixed income instruments.
Design, develop, and maintain pricing and risk management models for fixed income instruments and derivatives.
Communicate design choices and rationale clearly to stakeholders.
Collaborate closely with stakeholders to understand business needs and deliver tailored solutions.

Requirements

Location: Hybrid role based in Stockholm, Sweden
Proficiency in C++ (including STL, C++17) with clean and efficient coding skills.
Extensive experience in theoretical pricing and risk management of fixed income instruments and derivatives.
At least 6 years of relevant software development experience.
Fluency in English (implied by job language).

Nice to have

Knowledge of C# and/or Python.
Experience with git, bash, make, latex, Jupyter.
Advanced Linux/Unix user or administrator experience.
Experience with Atlassian Jira and TBricks app development.

Culture & Benefits

Collaborative, engaging, and inclusive work environment.
Hybrid flexible work model.
Commitment to authenticity and valuing diverse perspectives.