Quant Developer C++
Quant Capital
Overview
In this role you will design and build proprietary analytics libraries and valuation engines for OTC derivatives across multiple asset classes. You will implement pricing models ranging from simple to advanced and integrate analytics into the core valuation infrastructure. You’ll work across the full SDLC, from algorithm design to production deployment, interfacing the C++ library with Java/C#. This is a fast-paced, tech-driven environment that rewards deep specialization and impact. You will shape quantitative tooling in a relaxed, high-performance setting with opportunities to work on scalable valuation solutions.
Pay / Benefits- remote work (4 days/week)
- relaxed, open culture
- high-tech, fast-paced environment
- Design, develop and maintain analytics libraries powering valuation engines across applications
- Implement financial models from simple to sophisticated according to business needs
- Handle all SDLC phases: algorithm design, back testing, integration, production deployment
- Develop interfaces to the core C++ analytics library with Java/C# integration
- Collaborate with cross‑functional teams to deploy valuation solutions across OTC derivatives
- Experience in C++ development tools and object-oriented programming
- Proficiency in Java, C# or Python
- Experience with derivatives products across FX, IR, credit, equity
- Knowledge of fixed-income analytics is a plus
- Degree (ideally Masters) in Mathematics, Physics, Engineering, Computer Science, Finance or related field
- C++ development
- Java
- C#
- Python
- derivative pricing models
- OTC derivatives
Reference: WJ-747_30133961