Quantitative Developer, VP
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 80K-105K (estimate) Executive-level Full Time
Tasks
- Apply high performance computing methods
- Collaborate with trading desks and quant teams
- Design quantitative libraries for pricing and risk management
- Develop and enhance quantitative models for trading
- Develop pricing models using Monte Carlo methods
- Develop pricing models using PDE solvers
- Implement adjoint algorithmic differentiation
- Mentor junior team members
- Optimize low level performance for computational software
Perks/Benefits
- N/A
Skills/Tech-stack
AAD | Access patterns | Adjoint Algorithmic Differentiation | Algorithmic differentiation | Auto vectorization | C++ | CUDA | Cache optimization | Differential Equations | High Performance | High-Performance Computing | Level optimization | Linux | Low-level optimization | Memory Access Patterns | Memory access | Monte Carlo | PDE solvers | Partial differential equations | Performance Computing | Python | SIMD | Windows
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Regions
Countries
States
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