Description
QauntLib libary, C++, Algebraic operations, Matlab, Mathematics, Algebra
My client based in Prague is currently looking for a Qauntlib expert, the main focus is on their algebraic operations needed to preprocess financial market data for the value at risk methodology (interpolation methods, eigenvalue analysis, bootstrapping, etc). Candidates should have experience in Quantlib and have excellent C++ experience. Candidates should have a background in mathematics, algebra and Finance. Knowledge of Matlab is beneficial.
The contract will be starting beginning of February and will be for six months initially, but with the possibility of an extension.