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Quantitative Developer, Prague

Job Details
Job Type
Permanent
Job Sector
Technology
Region
Europe

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.

RESPONSIBILITIES

  • 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

PROFILE

  • 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
  • Python/C#/VBA/Git
  • Familiarity with CI/DevOps development and deployment patterns

APPLICATION PROCESS

If you fulfil ALL of the key criteria for this position, then please submit your application for the attention of Kiva Donald to techjobs@linumconsult.com. If your application is successful you will be contacted within 48 hours for a further discussion.

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