Credit Library Engineer, DMFI Quantitative Resources
Tasks
- Collaborate with credit quants to improve performance and maintainability
- Design cross asset analytics framework components
- Enforce framework consistency and calibration patterns
- Implement credit pricing and risk models
- Integrate vendor credit libraries
- Manage market data curve dependencies and analytics lifecycle
- Translate model specifications into robust testable code
- Wrap and abstract vendor libraries
Perks/Benefits
Skills/Tech-stack
AWS | C# | C++ | CI/CD | Coder | Convertible bonds | Credit Risk | Credit analytics | Credit pricing | Intex | Kubernetes | Loans | Monis | Prefect | Python | Rust | Securitized products
Education
Roles
Developer | Engineer | Quant | Quant Developer | Software Engineer
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