You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging considerations is advantageous.
– Quantitative, computer science or engineering academic background
– At least 2 years of professional software engineering experience
– Expert C++ programming
– Expertise in creating and validating pricing and/or risk models
– Library design and development