Linum Consult’s client is a leading international finance company, currently seeking a Quantitative Developer to join their Quantitative Analytics Trading Desk Strategy team in Prague.
- Developing pricing, valuation, and risk management models and analytics for the QA Trading business in the strategic analytics library.
- Designing, developing and maintaining quantitative models in the company’s strategic analytics libraries in C++
- Designing, developing, and maintaining frameworks and Python tools for trading
- Providing support across all asset classes, control functions, and their other QA partners
- Working with and providing support to IT for integration of the analytics
- Providing assistance and guidance to the users of quantitative tools and models
- Using your initiative to spot potential problems and finding innovative solutions
- PhD or master’s degree in a quantitative discipline such as Mathematics, Physics, or Engineering
- Excellent mathematical, analytical, statistical and/or programming skills (C++ preferred), together with software engineering techniques and design principles
- Demonstrable experience with data structures and working around data quality and integrity issues
- Experience in testing code and models, and excellent quantitative abilities
- Ideally have experience in modern C++ (C++17 at least)
- Strong desire to work in finance and utilise programming skills to develop into a quantitative analyst
- Knowledge of theoretical quantitative finance
- Familiarity with derivatives risk system design patterns
- Familiarity with CI/DevOps development and deployment patterns
If you fulfil ALL of the key criteria for this position, then please submit your application for the attention of Kiva Donald to firstname.lastname@example.org. If your application is successful you will be contacted within 48 hours for a further discussion.