Job Description
What you ’ll doUse Modern C++ and Python to build and extend our core analytics library to support new asset classes and pricing models. Write systems and tools built on the core analytics library including APIs and an Excel add-in. Collaborate with quants, traders, and other developers to understand technical requirements and deliver solutions that meet business needs. Follow a robust SDLC process and participate in code reviews, testing, debugging to ensure high- quality software delivery. Contribute ideas to team discussions on data modeling, software design, and more.
5+ years of experience in C++ and Python development. Strong knowledge of interest rates and foreign exchange pricing models and the fixed income markets. ...
As part of our Macro Technology team, you will work with and learn from seasoned experts to support a complex global business. Specifically, you will:
What’s required
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