Description
C++ Developer/Quant Developer, Mathematical Finance, Quantative, CUP/GPU, Grid Computing, Pricing, XVA, Risk Management, Monte Carlo
A strong Quant Developer/C++ Developers with a quantitative mathematical finance background is required to join a specialist team that forms part of the core Front Office Quant Team.
The Team are responsible for XVA Pricing and Risk Management, developing and supporting Monte Carlo engines on a CPU/GPU grid.
Essential skills:
- Very strong C++ Development;
- Strong like and close liaison with the Quants
- Familiarity with large scale code development (TDD, JIRA, SVN).
- Mathematical finance (single or multi-asset class).
- CUDA experience is desirable and can substitute for the mathematical finance requirement.
C++ Developer/Quant Developer, Mathematical Finance, Quantative, CUP/GPU, Grid Computing, Pricing, XVA, Risk Management, Monte Carlo