Quantitative Modeler, Associate

Tasks

• Apply parallel computing techniques
• Build quantitative model frameworks
• Calibrate stochastic models
• Collaborate with quantitative researchers
• Design C++ analytics libraries
• Develop model abstractions
• Integrate CI/CD pipelines
• Maintain C++ analytics libraries
• Profile performance
• Write unit tests

Perks/Benefits

• Education reimbursement
• Flexible time off
• Hybrid work
• Retirement investment

Skills/Tech-stack

C++ | CI/CD | Curve Modeling | Fixed Income | Neural Network | Neural Networks | Parallel Computing | Performance Profiling | Risk-neutral pricing | Stochastic Modeling | Unit Testing | Yield curve | Yield curve modeling