Overview Job Purpose We are looking for an experienced engineer with a strong mathematical background to participate in the development of financial mathematical libraries using in the evaluation and risk management of complex derivatives. Responsibilities Participate in quantitative research and development in the areas of valuation of financial instruments and risk management of portfolios of such instruments (mathematical coding in C++) Knowledge and Experience Advanced degree in math/applied math or similar (BSc candidates may be considered). Significant experience in developing algorithmic production quality code in C++.  Degree/work experience as a financial quantitative analyst is a significant advantage. #LI-HR1 #LI-ONSITE