
Quantitative Developer |Options Pricing | Experienced Hire
- Philadelphia, PA Bala Cynwyd, PA
- Permanent
- Full-time
- Work with quant researchers to understand our pricing logic and implement models in C++ and C#. You will be responsible for translating complex mathematical models into software applications.
- Develop and improve our critical options pricing applications in a performance demanding environment and handle large scale data.
- Integrate pricing with existing trading infrastructure and data systems. Ensure seamless data flow and interoperability between systems in our low latency trading environment.
- At least 5+ years of software development experience in C++ is preferred or C#
- Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation is required
- Previous experience in options trading is a plus
- Excellent problem-solving skills with a strong ability to understand and implement complex mathematical models
- Strong communication skills, with the ability to convey technical concepts clearly to a wide range of stakeholders
- Minimum of a Bachelor’s degree in Computer Science, Mathematics, or related STEM field is required
- Experience with Python, notebooks, and data analysis is a plus