Job Description: We are seeking a high-caliber Quantitative Developer to lead the design and optimization of our proprietary pricing engines and risk management frameworks. The ideal candidate will combine the low-latency engineering prowess of a developer with the mathematical rigor of a quant. You will be responsible for building scalable libraries that handle complex asset classes-including IR, FX, and Fixed Income-while ensuring our systems operate at sub-microsecond latency
Job Title
Pricing Optimization