31 Jan
Quantitative Developer (C)
Vacancy expired!
- Advanced degree (PhD/MS/MEng) in a quantitative field such as Math, Statistics, Computational Finance or Engineering
- 6+ years of hands-on software development experience in C (expert programmer)
- Advanced Quantitative Skills: Numerical Methods, Stochastic CalculProbability and Random Processes, Martingale Methods in arbitrage pricing, Statistics/Time Series Analysis
- Intimate familiarity with OTC Product space – knowledge of fundamental traded products, valuation methodologies, market data, industry trends, etc
- Conversant with build, deployment and debugging processes (on Linux) such as GDB/Make/Makefiles
- SVN, CVS
- Scripting: At least one of the following: Python, Perl, Matlab, R
- Must be able to communicate and interact effectively with business users, product quants, project managers and IT stakeholders
- Must be well organized and able to meet stakeholder delivery commitments
Vacancy expired!