Quantitative Developer - Derivatives
Tasks
- Build options and volatility models
- Collaborate with quants and engineers for production readiness
- Create calculation graphs and central infrastructure
- Design numerical algorithms for pricing and risk
- Implement research validation and performance optimization
- Improve models for accuracy stability and latency
- Own pricing library components
- Translate quantitative models into reliable scalable systems
- Write production code in C++ and Java
Perks/Benefits
Skills/Tech-stack
C++ | Derivatives pricing | Error propagation | Java | Numerical Stability | Numerical analysis | Numerical convergence | Options | PDE methods | Volatility modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Developer | Engineer | Quantitative Developer | Software Engineer
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