CompatibL Sp. z o.o

Quantitative Developer

CompatibL Sp. z o.o

Opis oferty

We are seeking a Quantitative Developer with a strong mathematical background (for example, some background in statistics, probability and SDE/PDE theory is desired; these topics are ubiquitous in quantitative finance) and a solid knowledge of C++/C#.


This position assumes the following tasks and responsibilities:
  • Interact side-to-side with senior quantitative analyst on pricing methodology and its implementation (C++/C#/Excel) or validation.
  • Extend in-house (C++/C#) or third party derivative pricing models and libraries.
  • Implement client-level integration layers that include data sourcing, cleansing and processing steps.
  • Perform algorithm and data validation of the in-house or third-party code using standard statistical and quantitative tests.
  • Participate in writing documentation (fluent English is a must) on the methodology, its implementation and validation.
  • Interact with project manages and quantitative analysts at client side.
Note that you can still apply if you know nothing about quantitative finance, but have strong math background and want to learn this new area up to the practical level.

In case you are compatible with CompatibL, we'll offer highly competitive salary, a good working location, a friendly team and a great opportunity for career growth in financial software development.

CompatibL Sp. z o.o

CompatibL is at the forefront of the financial industry providing software solutions and consultancy services for a number of major investment banks, global asset management companies and leading financial technology firms.