Vacancy Description
The code library provides valuation, risk, scenario and VaR calculations for a wide range of OTC and listed derivatives as well as cash fixed income products in G10 and emerging markets.
The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions.
The underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world.
Role and responsibilities:
The successful candidate will join Buy Side Hedge Fund's Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
Furthermore, the individual is expected to develop new and enhance existing trading...
The functionality of the library is exposed to clients through is a web based cross-asset Portfolio Management System which provides clients with real time pricing, scenario, risk and P&L on their portfolios as well as the ability to structure and overlay new positions.
The underlying analytics have a proven track record of supporting some of the most quantitative hedge fund traders in the world.
Role and responsibilities:
The successful candidate will join Buy Side Hedge Fund's Quantitative Analytics & Development team and is expected to contribute to the development and enhancement of new and existing models and analytics in the core Quant Analytics library (written in C++).
Furthermore, the individual is expected to develop new and enhance existing trading...
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