Quantitative Developer
- Джерело:
- djinni.co
Що робити
- As part of the team, you will work closely with quantitative analysts to investigate differences between Hypothetical P&L (HPL) and Risk-Theoretical P&L (RTPL). You will reproduce calculations, identify discrepancies related to risk factors, model differences, market data timing, and revaluation methodology, and implement fixes in pricing and risk libraries. You will develop Python-based tools ...
- What we are looking for:
- 5+ years of professional software or quantitative development experience.
- Strong Python development skills, including hands-on experience with NumPy and pandas.
- Working proficiency in C++, with the ability to read, debug, and extend quantitative codebases.
Що пропонуємо
- Competitive compensation depending on experience and skills.
- Regular performance assessments and salary reviews.
- Paid personal days.
- Mental health support program.
- Language classes.
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