Here To Apply Now!
Software Engineer, Risk
Join group where you will provide expertise for the implementation
and maintenance of valuation infrastructure and services.
The group brings together all the components required for
fast and accurate quoting and risk, including: Framework
of libraries for volatility and valuation models; Quote
vending infrastructure as well as trading/risk interfaces;
and Infrastructure of centralized risk services.
The goal for the near future is to facilitate and speed
up desk innovation by using novel computing intensive technologies
such as Cloud computing and GPU.
-M.S. in Computer Engineering or any quantitative field.
-3-5 years of experience working for a Market Maker in Options.
-Outstanding knowledge of valuation and risk analysis methods
for derivative instruments.
-Outstanding C/C++ programming skills.
-Experience with CUDA programming of GPU devices.
-Experience in developing and working with analytical C/C++
libraries in both Windows and Linux.
-Experience developing components for multi-tiered architecture
and messaging systems.
-Familiarity with Windows and the MSOffice suite of software
products (VBA, XLL, COM).
-Independent problem solving and excellent communication
skills with the ability to translate practical real-world
requirements into quantitative terms.
-Substantial experience with the implementation of numerical
methods and an understanding of how to implement algorithms
-Experience in building Unit testing, regression testing
and general test automation.
-Experience with Parallel programming, distributed computing.
Jobs, Chicago, C++, Linux, Software Engineer, Software
Developer, software development, programming
*** We are looking for people with DISA experience in the networking and security areas for the Washington DC area. All levels needed. Please send us your resume ASAP to be considered!
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