C++/Python Platform Developer - Assoc/VP level
This group is a key part of the client's markets business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. They develop these in a scalable, distributed and highly available risk, pricing, and trade management platform built in-house within in the firm.
This platform is designed to enable rapid innovation by offering quantitative analysts, risk managers and technologists a consistent, cross-asset portfolio of models, frameworks and tools to use in building financial applications.
The power of the platform derives from several key technical innovations: a powerful dependency graph implementation, a global object data store, a real-time risk framework, a robust deal model, and a forward propagating, event-driven graph.
They are looking for a new member to join the Quantitative Research Platform team focusing on cross asset topics ranging from pricing and market model design, trade and risk frameworks to high performance computing.