Quant Library Developer, Macro Technology
- Location
- Greater London, England, United Kingdom
delivering real business impact for our multi-billion-dollar global business. What you’ll do Lead the design, development, and evolution of a production C++ analytics library used across the our macro business Build and maintain pricing, calibration, curve construction, scenario, valuation, and risk analytics for macro products and related … derivatives Extend the existing C++ analytics library and deliver major new components that improve architecture, performance, consistency, and long-term extensibility Translate quantitative models and analytical requirements into robust, high-performance, and maintainable C++ library components Partner with quantitative researchers, traders, risk users, and technology partners to understand requirements ...