Overview
Full Time
Skills
Macros
Trading
Art
Writing
Monte Carlo Method
Data Flow
Linux
Microsoft Windows
Pricing
Distribution
SIMD
Collaboration
Portfolio Management
MSC
Balanced Scorecard
Physics
Mathematics
Electrical Engineering
Computer Science
Machine Learning (ML)
Astrophysics
Python
C++
Jupyter
Web Portals
Analytics
VSTO
Microsoft Excel
DNA
C#
.NET
Functional Programming
Management
Message Queues
SQL
NoSQL
Database
Linear Algebra
Probability
Statistics
Optimization
Derivatives
Finance
FX
Motivation
Problem Solving
Conflict Resolution
Effective Communication
Job Details
Role Overview
We are in the process of completely redeveloping our macro trading and analytics system to deliver a state-of-the-art solution. This involves C++ components running on server, alongside a suite of applications operating on Windows desktops and within Excel. We are seeking for experienced Quantitative Developer who is adept at writing high-performance Monte Carlo simulation code, distributing data flows and calculations, and deploy cross-platform C++ components into containers running on Linux and/or Windows desktops.
As the Quantitative Developer, you will be part of highly skilled team of developers and contribute to shape a future of the library. You will work closely with researchers developing pricing models and associated analytics, understanding complex problems such as distributing large simulations across multiple SIMD/AVX-enabled machines. You will collaborate on solutions with researchers and portfolio management teams to deliver high-value features as part of our strategic solution.
Qualifications & Requirements
Education: PhD/MSc/BSc in a scientific discipline (e.g., physics, mathematics, electrical engineering, computer science, or similar).
Programming Skills:
Expert in C++ (C++17, with plans to move to C++20).
At least 3 years of experience working on large codebases, preferably in a quantitative setting (e.g., finance, gaming, industrial automation, machine learning, astrophysics).
Proficiency in Python for wrapping C++ analytics for Jupyter or web portals, and orchestrating components.
Experience with delivering complex analytics code into Excel (e.g., xll, Microsoft VSTO, Excel DNA).
Technological Interests:
Willingness to explore and learn new technologies beneficial to the team.
Bonus: Experience with C#/.NET, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases.
Mathematical Skills: Comfortable with matrices, linear algebra, basic probability and statistics, optimization, and derivatives.
Finance Knowledge: Experience or willingness to learn about Interest Rates or FX products.
Personal Attributes:
Self-starter with motivation and discipline.
Ability to work independently and as part of a team.
Excellent problem-solving skills and ability to think on your feet.
Effective communication skills for interacting with experts in other fields.
We are in the process of completely redeveloping our macro trading and analytics system to deliver a state-of-the-art solution. This involves C++ components running on server, alongside a suite of applications operating on Windows desktops and within Excel. We are seeking for experienced Quantitative Developer who is adept at writing high-performance Monte Carlo simulation code, distributing data flows and calculations, and deploy cross-platform C++ components into containers running on Linux and/or Windows desktops.
As the Quantitative Developer, you will be part of highly skilled team of developers and contribute to shape a future of the library. You will work closely with researchers developing pricing models and associated analytics, understanding complex problems such as distributing large simulations across multiple SIMD/AVX-enabled machines. You will collaborate on solutions with researchers and portfolio management teams to deliver high-value features as part of our strategic solution.
Qualifications & Requirements
Education: PhD/MSc/BSc in a scientific discipline (e.g., physics, mathematics, electrical engineering, computer science, or similar).
Programming Skills:
Expert in C++ (C++17, with plans to move to C++20).
At least 3 years of experience working on large codebases, preferably in a quantitative setting (e.g., finance, gaming, industrial automation, machine learning, astrophysics).
Proficiency in Python for wrapping C++ analytics for Jupyter or web portals, and orchestrating components.
Experience with delivering complex analytics code into Excel (e.g., xll, Microsoft VSTO, Excel DNA).
Technological Interests:
Willingness to explore and learn new technologies beneficial to the team.
Bonus: Experience with C#/.NET, functional programming languages, distributed direct acyclic graphs, message queues, SQL and NoSQL databases.
Mathematical Skills: Comfortable with matrices, linear algebra, basic probability and statistics, optimization, and derivatives.
Finance Knowledge: Experience or willingness to learn about Interest Rates or FX products.
Personal Attributes:
Self-starter with motivation and discipline.
Ability to work independently and as part of a team.
Excellent problem-solving skills and ability to think on your feet.
Effective communication skills for interacting with experts in other fields.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.