A nasdaq-listed company is looking to onboard an experienced quantitative developer to work on the treasury futures model development project. The role focuses on implementing treasury futures models in c++ in collaboration with quant teams, integrating them into a quant library, enhancing analytics infrastructure, and conducting extensive testing. The candidate will apply mathematical modeling techniques, develop pricing and risk models, and work closely with traders and portfolio managers.required skills:10+ years of experience in c++ for financial model implementation.7+ years of experience in quantitative analysis.7+ years of experience in mathematical modeling.strong knowledge of stochastic processes, probability, and option pricing (black-scholes, heston, sabr).expertise in numerical methods: monte carlo simulation, pde solvers, fdm, and fem.experience in risk modeling, var (value-at-risk), and stress testing.nice-to-have skills:experience in data science & machine learning for trading signal detection.background in investment banking, asset management, or quantitative research.seniority levelassociateemployment typefull-timejob functioninformation technology
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