Quantitative Investment Developer C
Quantitative Investment Developer C
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1 Vacancy
Job Description
We are actively hiring for Quantitative Investment Developer C
Remote
Experience required : 17
Key Responsibilities:
- Designing and implementing mathematical models for pricing financial derivatives.
- Developing risk models for portfolio management VaR (ValueatRisk) and stress testing.
- Writing C code to prototype and implement financial models.
- Calibrating models to market data and ensuring statistical robustness.
- Working closely with traders portfolio managers and quant developers to translate models into trading strategies.
- Applying stochastic calculus numerical methods and PDEs for pricing complex derivatives.
Skills Required:
- Strong C & Python for model implementation and data analysis.
- Mathematics & Finance: Stochastic processes probability linear algebra and option pricing (BlackScholes Heston SABR).
- Numerical Methods: Monte Carlo simulation PDE solvers finite difference methods (FDM) finite element methods (FEM).
- Data Science & Machine Learning (optional): Applying ML for signal detection in trading.
- Statistics & Optimization: Kalman filtering regression models convex optimization.
- Focus: Mathematical modeling and developing pricing/risk models.
Employment Type
Full Time
