What are the responsibilities and job description for the Quantitative Investment Developer C++ position at FIRST SOFTSOLUTIONS INC?
We are actively hiring for Quantitative Investment Developer C
Remote
Experience required : 17
Key Responsibilities :
- Designing and implementing mathematical models for pricing financial derivatives.
- Developing risk models for portfolio management, VaR (Value-at-Risk), and stress testing.
- Writing C code to prototype and implement financial models.
- Calibrating models to market data and ensuring statistical robustness.
- Working closely with traders, portfolio managers, and quant developers to translate models into trading strategies.
- Applying stochastic calculus, numerical methods, and PDEs for pricing complex derivatives.
Skills Required :
