I'm looking for a senior quant developer with strong C++ expertise for an exciting project at. The focus is on modernizing margining models and risk management across multiple asset classes, with an emphasis on enhancing pricing and risk models for linear products and derivatives.

What you'll do

• Evaluate and improve existing risk models and pricing libraries
• Design and optimize model architecture for trading and risk systems
• Collaborate with internal teams to support implementation and integration

Why this project?

• Work on advanced risk models and pricing methodologies in a dynamic environment
• Contribute to the development of models for commodities and structured products
• Collaborate with experienced quant teams within a leading financial institution