Quantitative Developer | Options Pricing | Experienced Hire
On-siteBala Cynwyd, Pennsylvania, United States
Bala Cynwyd, Pennsylvania, United StatesOn-siteFull TimeLarge
Full TimeLarge
Job Summary
Develop and optimize options pricing models and systems in C++ alongside quantitative researchers. Translate complex mathematical logic into software applications while ensuring seamless data flow in a low latency trading environment. Integrate pricing applications with existing trading infrastructure to handle large-scale data in a performance-demanding setting. Requires 5+ years of C++ experience, numerical optimization skills, and a Bachelor's degree in a STEM field. Onsite role at a global quantitative trading firm leveraging machine learning and advanced research to drive systematic trading strategies.
Required Qualifications
- At least 5+ years of software development experience in C++
- Hands-on experience with numerical optimization methods for model calibration and tuning
- Excellent problem-solving skills with a strong ability to understand and implement complex mathematical models
- Strong communication skills, with the ability to convey technical concepts clearly to a wide range of stakeholders such as researchers
- Minimum of a Bachelor's degree in computer science, mathematics, or related STEM field
Desired Qualifications
- Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation
- Previous experience in options trading
- Experience with Python, notebooks, and data analysis
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