full-time
Quantitative Developer
Albert Bow
- Employer
- Albert Bow
- Location
- Chicago
- Working pattern
- on-site
About the role
The role involves transforming quantitative pricing and risk models into high-performance, concurrent production systems. You will own the architecture and optimize numerical code for maximum throughput and minimum latency. Requires deep expertise in multithreaded C++ on Linux and a proven track record of optimizing numerical calculations. Candidates should possess knowledge of derivatives pricing and experience with matrix decompositions.