TL;DR
Senior Quant Development Associate (Fintech): Developing and implementing quantitative risk and pricing models for counterparty exposures in C++ with an accent on asset class pricing, Value-at-Risk, and portfolio analytics. Focus on C++ implementation, testing, and integration of models into the wider system infrastructure, ensuring compliance with stress testing and validation techniques.
Location: Onsite in London, UK
Company
hirify.global is the world’s leading derivatives marketplace, enabling impact on global markets and industries.
What you will do
- Develop new quantitative risk models in C++ based on mathematical specifications and research code.
- Write unit and functional test cases, obtain test data, and ensure correctness with QA teams.
- Work with IT teams to bring code into production, agreeing on timelines and providing documentation.
- Lead and mentor junior quantitative developers, conducting code reviews and design discussions.
- Collaborate with offshore development teams to guarantee timely project delivery.
Requirements
- Experience in developing finance-related software with an emphasis on numerical algorithms.
- Strong analytical, mathematical, and problem-solving skills, with good quantitative abilities.
- Ability to read and understand mathematical and algorithmic specifications.
- Good knowledge of C++ with strong working knowledge in STL and 4+ years of experience.
- Basic knowledge of Java and/or C#.
- Working knowledge of versioning systems (e.g., git) and development environments.
- Ability to lead or mentor junior developers and collaborate with other teams.
Nice to have
- System experience with Linux/Unix environments, databases, and Latex documentation system.
Culture & Benefits
- Impact global markets and transform industries.
- Work alongside a team of leading experts.
- Embrace employees' unique experiences and skills.
- Equal-opportunity employer.
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