Quant Developer (C++ and FX Options)
Budget: $1,500 – $3,000 SGD
We are looking for a Quant Developer with strong experience on Fx Options and C++.
Brief Requirement:
Understanding of FX and FX Options markets
Experience in building option pricing models.
Understanding of derivative instruments and construction of derivative payoffs, especially in FX
Understanding of Stoch, Stoch-local and local vol models
Developing risk libraries and services in C++ 14+ to be used by the platform for risk analysis and management
Understanding of risk metrics and risk management tools
Proficiency in C++
Experience in management and handling of market data from external sources
Brief Requirement:
Understanding of FX and FX Options markets
Experience in building option pricing models.
Understanding of derivative instruments and construction of derivative payoffs, especially in FX
Understanding of Stoch, Stoch-local and local vol models
Developing risk libraries and services in C++ 14+ to be used by the platform for risk analysis and management
Understanding of risk metrics and risk management tools
Proficiency in C++
Experience in management and handling of market data from external sources