C++ Quantitative Engineer
C++ Quantitative Engineer
We are partnered with a leading global investment bank that is looking to add a strong Quantitative Engineer to their front office trading team. The ideal candidate will have a strong background in Computer Science, or Engineering, with an advanced degrees (MS/PhD) preferred. You will be responsible for direct support of the derivative modelers and trading desk with model/framework development, engineering, and implementation.
Key Responsibilities:
- Automate pricing derivative models to enhance efficiency and accuracy.
- Develop and implement numerical methods on top of existing models.
- Collaborate with cross-functional teams to design and optimize technical solutions.
- Conduct research on various methodologies and explore innovative solutions.
- Communicate complex ideas effectively, both verbally and in writing.
- Manage multiple tasks and work efficiently under pressure.
Required Qualifications:
- Advanced degree (MSc/PhD) in Mathematics, Physics, Computer Science, or Engineering.
- Proficiency in C++ (preferred) or Java/C#.
- Ability to explain complex concepts in a clear and accessible manner verbally and in writing to audiences of varying technical degrees.
- Experience with SIMD for fast numerical calculations (AVX, GPU).
- Knowledge and interest in finance, with experience in financial products and derivatives modeling strongly preferred.
- Familiarity with financial numerical methods such as PDE, Monte Carlo, and Algorithmic Differentiation.
- Experience in building frameworks and libraries for mathematicians and engineers.
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