🛠 Tech Stack

💼 About This Role

You'll work with cross-functional teams to gather requirements and analyze derivative models for pricing and risk management. You'll develop and enhance quantitative models in C++ within the Numerix CrossAsset XL framework. This role offers exposure to diverse financial derivatives and structured products.

🎯 What You'll Do

• Gather and document requirements for derivative models
• Develop and test quantitative models in C++
• Facilitate pricing and administration of structured products

📋 Requirements

• Bachelor's degree in Financial Engineering, Mathematical Finance or Mathematics
• 1 year of experience in quantitative model development

📨 Hiring Process

Estimated timeline: 2-4 weeks · AI estimate

1. 1Recruiter phone screen· 30 min
2. 2Technical interview· 60 min
3. 3Hiring manager interview· 45 min