Quantitative Developer | C++ |Options Pricing | Experienced Hire

About the role

Collaborate with quantitative researchers to translate mathematical pricing models into C++ software and develop, optimize, and maintain options pricing applications. Integrate pricing systems with trading infrastructure and data systems, ensuring reliable data flow and performance in a low-latency environment. Requires at least five years of C++ software development experience, hands-on experience with numerical optimization for model calibration, and a bachelor's degree in computer science, mathematics, or a related STEM field. Strong problem-solving and communication skills are required; familiarity with financial instruments, options trading, Python, notebooks, and data analysis is advantageous.