2 дня назад
Quantitative Developer (Options Pricing)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Developer (Options Pricing) (C++/Quantitative Trading): Developing and optimizing options pricing models and pricing systems with an accent on numerical optimization, large-scale data processing, and low-latency trading infrastructure. Focus on translating complex mathematical models into software, integrating pricing applications with trading and data systems, and ensuring reliable interoperability in performance-demanding environments.
Location: Onsite in Bala Cynwyd, Philadelphia Area, Pennsylvania, United States
Company
is a quantitative trading firm that combines quantitative research, machine learning, software engineering, and market expertise to develop systematic trading strategies.
What you will do
- Work with quantitative researchers to understand pricing logic and implement options pricing models in C++.
- Translate complex mathematical models into production software applications.
- Develop and optimize options pricing applications for performance-demanding, large-scale data environments.
- 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 in computer science, mathematics, or a related STEM field.
- Ability to work onsite in Bala Cynwyd, Pennsylvania.
Nice to have
- Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation.
- Previous experience in options trading.
- Experience with Python, notebooks, and data analysis.
Culture & Benefits
- Work in an intellectually driven and highly collaborative environment.
- Collaborate with quantitative researchers, engineers, and traders.
- Apply advanced quantitative research and machine learning to large datasets.
- Contribute to systematic trading strategies for global markets.
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