Job Title

A NASDAQ-listed company is looking to onboard an experienced Quantitative Developer to work on the Treasury Futures Model Development project. The role focuses on implementing Treasury Futures Models in C++ in collaboration with quant teams, integrating them into a Quant Library, enhancing analytics infrastructure, and conducting extensive testing. The candidate will apply mathematical modeling techniques, develop pricing and risk models, and work closely with traders and portfolio managers. Required Skills: 10+ years of experience in C++ for financial model implementation. 7+ years of experience in quantitative analysis. 7+ years of experience in mathematical modeling. Strong knowledge of stochastic processes, probability, and option pricing (Black-Scholes, Heston, SABR). Expertise in numerical methods: Monte Carlo simulation, PDE solvers, FDM, and FEM. Experience in risk modeling, VaR (Value-at-Risk), and stress testing. Nice-to-Have Skills: Experience in data science & machine learning for trading signal detection. Background in investment banking, asset management, or quantitative research. Seniority level Associate Employment type Full-time Job function Information Technology #J-18808-Ljbffr