WymaganiaThis 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.
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.