Quantitative Development Manager
Tasks
- Build integration tests
- Build regression tests
- Build unit tests
- Create automated diagnostics
- Develop pricing models
- Develop risk models
- Improve build process
- Improve development process
- Maintain code libraries
- Maintain pricing models
- Maintain risk models
Perks/Benefits
- N/A
Skills/Tech-stack
Automated testing | Bitbucket | C++ | Fixed Income | FpML | Git | Hull-White | Integration Testing | Interest Rate | Interest rate curve | NSS | PCA | Pricing models | Python | Rate Curve | Regression testing | Risk models | SABR | Stochastic models | Unit Testing | Volatility surface
Education
N/A
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