C++ C# Quant Developer - Risk Pricing PnL FX Options - INVESTMENT BANK
- Strong knowledge of derivatives products. Experience working with large scale quantitative library (risk, pricing, P&L Explain) is essential.
- Extensive experience with C++/C#. Experience with ADA a plus:Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
- Participation in large scale projects
- Object Oriented programming
- Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.
- Prior experience in a quant dev role with strong interaction with quantitative research team is mandatory
- Tier 1 academic background in mathematics, financial mathematics or computing is essential Knowledge of FX Options business would be a plus