Senior Quantitative Modeler - C++ (17-22 yrs)

Job Summary :

We are seeking a highly experienced Senior Quantitative Modeller with a proven track record in developing and implementing complex financial models.

The ideal candidate will possess 17-22 years of experience, with a deep expertise in C++ programming and a strong background in quantitative finance.

This role will involve designing, developing, and validating sophisticated models for pricing, risk management, and trading strategies.

Responsibilities :

Model Development :

- Design and implement advanced quantitative models for financial instruments and markets.

- Develop and maintain C++ libraries for model implementation and optimization.

- Conduct rigorous testing and validation of quantitative models.

Risk Management :

- Develop and implement risk models for portfolio management, Value-at-Risk (VaR), and stress testing.

- Analyze and interpret risk metrics to provide insights for risk mitigation.

Trading Strategy Support :

- Collaborate with traders and portfolio managers to translate quantitative models into actionable trading strategies.

- Provide quantitative support for trading activities and market analysis.

Research and Innovation :

- Conduct research on new quantitative techniques and financial modeling methodologies.

- Stay abreast of industry trends and regulatory changes.

- Contribute to the development of innovative modeling solutions.

Technical Leadership :

- Provide technical guidance and mentorship to junior quantitative developers.

- Ensure adherence to coding standards and best practices.

- Contribute to the improvement of the quantitative development infrastructure.

Required Skills and Experience :

Experience : 17-22 years of experience in quantitative modeling within the financial industry.

- C++ Proficiency : Expert-level proficiency in C++ programming, with a strong understanding of object-oriented design and development.

- Quantitative Finance : Deep understanding of financial mathematics, stochastic calculus, and financial modeling concepts.

- Risk Management : Extensive experience in developing and implementing risk management models.

- Numerical Methods : Strong knowledge of numerical methods, including Monte Carlo simulation, PDE solvers, and optimization techniques.

- Database Skills : Experience with relational databases and SQL.

- Communication : Excellent communication and presentation skills.

- Education : Advanced degree (Ph. or Master's) in quantitative finance, mathematics, physics, or a related field.

Preferred Qualifications :

- Experience with high-performance computing and parallel programming.

- Familiarity with financial libraries and frameworks.

- Experience working in an investment banking or asset management environment.

- Experience with python for data analysis.

Technical Skills :

- C++

- Quantitative Finance

- Risk Modeling

- Stochastic Calculus

- Numerical Methods

- SQL

- Python