Quantitative Developer, VP
33 CANADA SQUARE CANARY WHARF LONDON, United Kingdom
GBP 80K-105K (estimate) Executive-level Full Time
Tasks
- Apply adjoint algorithmic differentiation tools
- Design quantitative libraries for pricing and risk management
- Develop quantitative models for trading
- Develop with C plus plus CUDA and Python
- Implement pricing models using Monte Carlo methods
- Implement pricing models using partial differential equation solvers
- Mentor junior team members
- Optimize high performance computing performance
- Optimize low level performance using memory access patterns
Perks/Benefits
- N/A
Skills/Tech-stack
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 | 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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