Quantitative Modeling Expert
2 weeks ago
We are seeking a highly skilled Senior Quantitative Developer to join our team at Winston Fox, a Global Top-10 Quant Hedge Fund. As a key member of our Cross-Asset Derivatives team, you will be responsible for architecting and engineering a new Cross-Asset Platform, which will serve as the foundation for our Pricing models used for Valuation and Risk across the firm.
Key Responsibilities:
- Develop high-performance Pricing platforms in C++
- Design and implement Quantitative Implementation of Derivatives Pricing for one or more Asset Classes, with a focus on Macro products
- Work with financial datasets that are inputs to a trading strategy, ensuring accuracy and precision
About the Role:
This is an exceptional opportunity for expert C++ Derivatives Quant Developers to leverage their skills in a dynamic and innovative environment. Our team is committed to delivering cutting-edge solutions that drive business growth and success.
What We Offer:
- Benchmarked compensation package
- Four-day workweek policy
We are excited to welcome a talented and motivated individual to our team. If you are passionate about Quantitative Development and have a strong background in C++ and Derivatives Pricing, we encourage you to apply for this exciting opportunity.
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