Quantitative Developer

Responsibilities
 Analyze and develop new model and pricing frameworks by supporting the line of business
 Refine, monitor and review existing models.
 Work with large data to create models.
 Identify potential areas for enhancements including suggestions for ongoing maintenance and improvement of overall code quality.
 Design implement and verify math software.
 Interact closely with other development teams.

Knowledge and Experience
 MSc./PhD in Mathematics/ Physics or engineering with strong mathematical background 
 Experience in a comparable quantitative modeling or analytics role
 Deep knowledge in financial modelling and pricing for at least one asset class
 Strong C++ programming skills
 Fast learner, with ability to learn independently market realities and relevant financial math.
 Team player and good communication skills, able to see through the whole development and integration process.
 Excellent English.

Advantage:
 Experience with modern computational method (vectorization, gpu, automatic differentiation…)
 Experience with Data Science
 Experience with C# development.