Senior Quantitative Developer with deep expertise in C++ and Derivatives Pricing sought by a Global Top-10 Quant Hedge Fund, as they diversify into Cross-Asset Derivatives.
This is a brand-new team, seeking mid- and senior level Quant Developers to architect and engineer a new Cross-Asset Platform, on which the Pricing models used for Valuation and Risk across the firm will sit. The successful candidate will be responsible for operating and maintaining the critical daily infrastructure and processes used in generating internal datasets that are key inputs to a variety of Systematic Trading Strategies Globally.
Requirements
- Demonstrable expertise developing high-performance Pricing platforms in C++.
- Excellent knowledge of Quantitative Implementation of Derivatives Pricing for one or more Asset Classes, especially Macro products.
- Highly self-motivated, willing to take initiative and not be afraid to ask questions.
- Sharp attention to detail and experience working with financial datasets that are inputs to a trading strategy.
This is an excellent opportunity for expert C++ Derivatives Quant Developers to ply their trade in a top-10 Global Quant Hedge Fund.
Compensation is benchmarked regularly versus Buy Side industry leaders. Please also note that our client has a four-days in the office policy.