Description
C++ Scala Quant Developer
Unique long-term C++ Scala contract working on core quantitative analytics libraries for Fixed Income alongside strategists and quants. You will helping to build a model library framework and infrastructure for Fixed Income derivatives and working to integrate it into the Scala risk engine. You will have very strong design skills with C++/Scala and will be able to design simple solutions for strategists.
Requirements:
*Exceptional core C++ development experience
.Experience developing quant model libraries (especially design skills)
.Good level of Scala knowledge (or other JVM/functional language)
.Understanding of Interest Rate Option Pricing/Models
.Experience deploying and supporting XL addins
Please get in touch directly:
Sean Fanning