Job Description:
Job Purpose
We are looking for an experienced engineer with a strong mathematical background to participate in the development of financial mathematical code as well as participating in AI/ML projects.
Responsibilities
- Participate in quantitative research and development in the areas of valuation of financial instruments and risk management of portfolios of such instruments (mathematical coding in C++)
- Participate in AI/ML projects in disciplines including using ML for the efficient valuation of complex financial structures.
- When required, lead in the effort of integrating solutions developed in Python into existing products written in C++.?
Knowledge and Experience
- Advanced degree in math/applied math or similar (BSc candidates may be considered).
- Significant experience in developing algorithmic production quality code in C++.?
- Experience in AI/NN/LLM - from problem statement to solution that works, including the ability to write Python code using modern AI frameworks.
- Degree/work experience as a financial quantitative analyst is a significant advantage.
Schedule
This role offers work from home flexibility of 1 day per week.