Junior Quant Developer
Quant Capital
Overview
As a Quant Developer, you will design and implement OTC valuation models and integrate analytics into the core valuation engine for a broad range of derivatives. You will work closely with the development team to support pricing across equity, credit, rates, commodities, and FX. You will build and maintain proprietary analytics libraries and ensure models perform in production. This role offers exposure to cutting-edge quantitative methods in a high-profile financial services setting with cross-team collaboration. You will contribute to scalable valuation infrastructure and model validation to ensure accurate trades pricing.
Responsibilities- Design and develop OTC valuation models and analytics
- Integrate analytics within the main valuation infrastructure
- Maintain proprietary analytics libraries powering valuation engines
- Implement financial models from simple to advanced analytics
- Participate in all stages of system development: algorithm design, back testing, integration, and deployment
- Model validation and pricing of real-world trades to ensure correct valuations
- Minimum 1 year of quant development experience
- PhD or Masters in Maths, Stats, Physics or Engineering
- Stochastic calculus knowledge
- Experience in C++ or Java development and OO programming
- Cross-platform C++ library builds (Unix, Solaris, Windows)
- Strong cross-asset exposure to derivatives ( FX, rates, credit, equity)
- Partial differential equations and numerical analysis
- collaborative
- detail-oriented
- problem-solving
- C++
- Java
- C#
Reference: WJ-747_30139095