Lead Quantitative Software Engineer / Front-Office Quant Developer, VP

Job Description

The role involves working closely with business and technology teams to build advanced valuation models. The candidate will utilize diverse technologies and financial products in the development process.

Requirements: Candidates should have experience with modern programming languages and a strong understanding of quantitative concepts in finance. A Master's degree in Financial Engineering and a Bachelor's degree in Computer Science & Mathematics are preferred.

Key Skills: C++, Java, Python, Financial Products, Stochastic Calculus, Monte Carlo Simulations, Finite Difference Methods, Yield Curve Bootstrapping, Libor Market Model, Hull-White Model Calibration, Linux, SQL, Git, Jira, CI/CD Pipelines

Benefits: Retirement Savings Plan, Insurance Coverage, Paid Time Off, Employee Assistance Program, Incentive Compensation