Quant C Developer

Quant C Developer

02 Mar 2021
Texas, Irving, 75063 Irving USA

Quant C Developer

Start as Remote, open for professionals across USA!
Essential Skills and Qualifications
• Excellent quantitative programming skills in C or equivalent language with multi-threading is a must
• Experience with C boost and Eigen library.
• Strong quantitative problem-solving skills and experience applying them to model implementations
• Hands-on experience on functional and numerical testing through entire model development software cycle
• Must be self-motivated, pro-active, responsible and driven to deliver
• Proficient working in a Linux/UNIX environment and MS Visual Studio for C
• Background in a numerate subject (e.g. Applied Math, Physics, Engineering, Math Finance, etc)

Desirable Skills:
• Experience implementing analytics frameworks in risk/finance such as scenario-driven PD, LGD,models
• Experience with SQL, Python, SAS, R a plus
• Knowledge of Wholesale Credit Risk concepts and Products in the context of Stress Loss (CCAR) and/or Allowance (IFRS 9/CECL)
• Experience with git, automated build/test systems, code coverage, unit testing and release processes
• Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations
• Experience with software containerization concepts a plus

C Developer/C,multithreading,quant model/financial model/risk model/PD,PD OROR LGD ,eigen/boost

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