Responsibilities
Participate in the ongoing development of the algorithmic libraries, implementing new features and fixing bugs.
Interacting with mathematicians and subject matter experts in finance to understand requirements for new code that needs to be developed, or else the purpose of existing code that needs to be enhanced or improved.
Working with team members to identify existing pain points, analyzing design and coding issues, proposing solutions, implementing and testing them.
Using advanced techniques and technologies to significantly increase the performance of existing code.
Interact with stakeholders outside our team to analyze the effects of proposed changes on the systems that use our libraries and to make sure any risks are well understood and mitigated.
Run existing test suites and develop new tests to verify that new code and change to existing code work as expected and do not cause any regressions.
At least 5 years of current experience developing modern C++.
Academic degree in math, computer science, or other scientific discipline.
A keen interest in entering the world of complex math-oriented finance.
Advantage:
Background in finance, specifically in derivatives.
Proficiency in developing Java code.














