Senior Quantitative Developer - Fixed Income - Remote

Overview

The Senior Quantitative Developer will be responsible for driving the technology in the quant team, focusing on valuation and risk calculations for various financial products.

In Short

• Drive the technology for a new quantitative analytics library.
• Expand product and market coverage through new rates models.
• Maintain existing models and provide analytical support.
• Interact with client portfolio managers, traders, and risk managers.
• Test models and explain discrepancies with expected results.

Requirements

• 5+ years of quantitative model development experience.
• Proficiency in Python, Quantlib, and C++.
• Experience with bonds and interest rates derivatives.
• Knowledge of curve building and stochastic volatility models.
• Expertise in stochastic calculus and numerical methods.

Benefits

• Work from home opportunities.
• Extended health care.
• Dental care.
• Life insurance.