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Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.
Job Description
- Development and integration of new “calc types”.
- Extend the in-house bond pricing library to support new calculation types (e.g., price-to-yield, DV01, accrued interest).
- Implement and validate quantitative models for fixed income instruments.
- Ensure rigorous unit and regression testing for all enhancements.
- Collaborate with quants and developers to clarify requirements and resolve ambiguities.
- Maintain high standards of code quality and documentation.
- Support integration with real-time pricing systems and downstream consumers.
- Strong C++ development experience in a team environment.
- Solid understanding of fixed income pricing concepts and risk measures.
- Experience in real-time, event-driven systems.
- Familiarity with quantitative libraries and numerical methods.
- Ability to work methodically on detail-oriented tasks over extended periods.
- Strong problem-solving skills and ...