Description
Are you a hands-on, skilled C++ Quant developer with a deep understanding of numerical methods and optimization? Join a leading global financial services firm and make a direct impact on the productivity of Front Office teams by contributing to critical numerical code consolidation and migration projects.
About the Role:
We are seeking a numerical C++ Quant developer to help deliver the consolidation and migration of core numerical code within our Fixed Income pricing and risk libraries. This role offers a unique opportunity to work closely with Front Office strat teams, collaborating with them to enhance the performance and efficiency of financial models. Your work will have a direct effect on the productivity of strat teams and on the performance of the models that are integral to pricing and risk analysis within Fixed Income. This project involves consolidating model usage of nAG and other numerical components, ensuring optimal implementation across multiple libraries. As part of this high-impact project, you'll be deeply involved in the development and optimization of numerical methods, with a strong emphasis on low-level C++ development, compiling, and performance tuning.
Key Responsibilities:
- Consolidate and migrate core numerical code in Fixed Income pricing and risk libraries.
- Work closely with strat modelling teams to optimize and update numerical methods.
- Enhance the performance and stability of numerical code used across multiple systems.
- Collaborate with teams to ensure the optimal implementation of numerical methods in advanced financial models.
- Improve the efficiency of Fixed Income model libraries that directly influence business competitiveness.
Required Skills and Qualifications:
- Strong C++ knowledge with expertise in low-level C++ development and compilation.
- Solid understanding of numerical methods, their performance, and stability.
- Experience working on numerical optimization and performance tuning.
- Familiarity with nAG or similar numerical libraries.
- Ability to work closely with quant teams to improve the performance of pricing and risk models.
- Strong problem-solving analytical skills with ability to optimize complex systems.
How to Apply:
If you are an experienced C++ Quant developer with a passion for numerical methods optimization, apply today to join an innovative high-performing team! Please submit your resume relevant experience to contact provided.
We are committed offering an inclusive recruitment experience. If you require accommodations because disability or health condition please email. This position being sourced through our Outsourcing service line.