VP-level quantitative developer (C++/IRD)

Responsibilities

• Constant interactions with rates quants
• Integration with the firm’s Beacon platform
• Implementation of exotic products in highly comprehensive market scenarios
• Development can be in hybrid mode across cloud and on-premises

Requirements

• Minimum master’s degree in Computer Science or hardcore engineering with math background
• Graduation from top schools preferred
• 5-7 years of work experience in top-tier financial firms; directly supporting fixed income trading preferred
• 3-5 years of work experience in implementation of yield curves, volatility cubes, and both vanilla and exotic interest rate derivatives
• Extensive programming skill in C++ (STL, boost, design pattern, and C++11/14) and experience in Python programming as well as interface between C++ and Python
• Able to articulate issues and explain to quants and portfolio managers