Quantitative Modeler, Associate
Core
Design, build, and maintain large-scale C++ analytics libraries and modern frameworks for quantitative models in fixed income valuation and stochastic modeling.
Role type
Associate Quantitative Modeler (C++)
Builds
Production analytics libraries and quantitative models for interest rates, FX, inflation, equity, and credit products.
Domain
Quantitative Finance / Fixed Income
Deliverable
production ML models | product features
Required skills
C++ expertise, Fixed Income valuation concepts, stochastic modeling, yield curve contraction techniques, risk-neutral pricing, parallel computing, performance profiling, CI/CD integration
Preferred skills
Graduate degree in Math/CS/Engineering/Physics, neural networks knowledge, AI-assisted development tools
Technologies
C++, modern C++ practices, parallel computing, CI/CD tools
Responsibilities
Design and maintain large-scale C++ analytics libraries; lead design of modern frameworks for quantitative models; champion modern C++ practices and tooling; leverage modern hardware for efficient analytics; collaborate with researchers and business partners
Seniority
Associate, hands-on IC