At eTeki, top freelance Quant Developer professionals assess peers being considered for similar technical roles with the respect and courtesy of a face-to-face conversation. Your feedback helps recruiters and hiring managers focus their resources on the most qualified professionals in the hiring process.

Key Responsibilities:

• Understanding business requirements and determining appropriate modelling methodologies. The candidate might also be expected to provide guidance to junior quant developers.
• Enhancement of C++ Pricing/Valuation models, design of new and migration of existing curve data libraries under a single environment.
• Design of trade data feeds and tests.
• Working and extending libraries on the existing Quant and IT infrastructure.

Requirements:

• The candidates are required to have sound knowledge and exposure to vanilla and complex derivatives pricing models across different asset classes. Exposure to Fixed Income and FX markets and their derivatives. Demonstrated experience in developing models for pricing complex derivatives using one or more methods and risk measures generation.
• Strong experience in IR and FX curve construction. Working with derived curves and knowledge of proxy data is a plus. A good feel of automation practices is required.
• Strong knowledge of CVA and CSA-specific discounting.
• Experience developing large-scale applications with an emphasis on performance, numerical accuracy, reliability and transferability.
• 5+ Years of professional C++.
• Knowledge of scripting in VBA, C#, and Python is an advantage. Knowledge of tool integration in Excel is a plus.
• Knowledge of Windows and UNIX/LINUX.
• Solid understanding of object-oriented design, data structures, and algorithms.
• Strong Software development skills (design, development, testing, debugging, troubleshooting).
• Ph.D. Mathematics / Physics / Engineering / Computational Finance or similar quantitative discipline or Masters in Financial Engineering (MFE) with relevant experience or Bachelors in Engineering discipline can also apply with strong programming skills.
• Good oral and written communication skills.
• Knowledge and/or work experience in Precious Metals is advantageous.
• Ability to work in a fast-paced environment with proven ability to handle multiple outputs at one time.

Here at eTeki, our independent Tech Interview Experts provide accurate profile data for matching their role/skills to clients’ needs and respond promptly to notifications about upcoming interview assignments. With your mid to senior-level first-hand exposure to the tools and technologies needed, you’ll assess candidate skills and probe their responses. Interviews are recorded for playback by the hiring team and for quality control evaluation by eTeki’s technical leaders.

eTeki, a technical interviews-as-a-service platform, helps every organization, big or small, hire top-notch technical talent by matching technical interview experts with clients who need third-party screening expertise. More information online at www.eteki.com/freelancers