Quantitative Development Manager
Tasks
- Build automated quality assurance tools
- Communicate with business clients
- Develop pricing models
- Develop risk models
- Implement automated diagnostics
- Improve development and build processes
- Maintain code libraries
- Maintain pricing and risk models
- Manage stakeholders
- Support trading and risk management
- Write integration tests
- Write regression tests
- Write unit tests
Perks/Benefits
- N/A
Skills/Tech-stack
Automated testing | Bitbucket | C++ | Continuous integration | Fixed Income | FpML | Git | Hull-White | Hull-White Model | Integration Testing | Interest Rate | Interest rate curve | NSS Model | PCA Model | Python | Rate Curve | Regression testing | SABR model | Stochastic models | Unit Testing | Volatility surface
Education
N/A
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