Sr Quant Risk Development Associate (Fintech)

TL;DR

Sr Quant Risk Development Associate (Fintech): Responsible for developing CME's in-house production analytics library which incorporates major parts of CME's risk and pricing models, risk-related optimizations and further analytics capability. Focus on boosting application and development performance with Cloud services, GPUs, AI tools.

Location: London - Fruit & Wool Exchange

Company

hirify.global is the world's leading derivatives marketplace.

What you will do

• Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical specifications and research code).
• Write unit and functional test cases and obtain test data from systems or other groups.
• Work with the QA teams to ensure correctness not only within the risk library itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage).
• Collaborate with offshore development teams and coordinate projects to guarantee a timely delivery.

Requirements

• Very good knowledge of C++ (4+ years of experience).
• Good knowledge of Java.
• Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse).
• System experience with Linux/Unix environments and/or databases, Latex documentation system is a plus.
• Master (or Doctorate) in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline.

Nice to have

• Cloud experience with GCP/AWS/Azure and/or GPU/CUDA programming is a plus.

Culture & Benefits

• Impact markets worldwide and transform industries.
• Invest in your success and you own it – all while working alongside a team of leading experts who inspire you in ways big and small.
• Embrace employees' unique experiences and skills to ensure that everyone’s perspectives are acknowledged and valued.