Quant Developer - Commodities - C++, Python

New York  ‐ Onsite
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Keywords

Description

Quant Developer - Commodity Derivatives - C++, Python

Major investment bank requires a quantitative Developer with extensive experience to develop and enhance an commodity derivative pricing, model integration and validation engine.

Candidates will play a key role towards core development, model integration, validation, new functionality and systems to determine hybrid pricing on new derivatives products.

Applicants should have excellent derivatives knowledge, user facing skills and recent technical experience in C++ and Python. Good degree essential, preferably PhD or MSc in a mathematical of financial engineering related subject.

Essential Skills:

  • C++
  • Python
  • Quant Analyst
  • Front Office
  • Commodities
  • Pricing

Quant Developer - Commodity Derivatives - C++, Python

Start date
ASAP
Duration
6 months+
(extension possible)
From
Palm Mason
Published at
24.07.2014
Project ID:
747265
Contract type
Freelance
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