Job Description

Greetings!

This is Rakesh from Last Word Consulting Inc. found your profile on the job portal. Please share your updated resume if available and interested.

Job Description: -

Job Role: C++ Quant Developers

Location: India / US (REMOTE100%)

Duration: Fulltime Permanent

Job Description:

• As a C++ Quant Developer, you will be responsible for implementing Treasury Futures and Options on Treasury Futures Models within BondCalc. You will collaborate with the Client's quants and ensure rigorous testing and validation of the models.
• Responsibilities:
• Implement Treasury Futures Model in C++ as per Client's Quant Library standards.
• Expand existing test suites and validate model accuracy.
• Collaborate with quantitative analysts to translate mathematical models into production-quality code.
• Optimize and modernize analytics infrastructure for fixed-income securities.
• Maintain version control and ensure code quality through rigorous testing.
• Skills & Qualifications:
• Proficiency in C++ with experience in financial libraries (e.g., QuantLib).
• Strong knowledge of fixed-income products, particularly Treasury Futures & Options.
• Experience with numerical computing, financial modeling, and Monte Carlo simulations.
• Ability to write clean, efficient, and testable code.
• Familiarity with Git, CI/CD, and Agile development methodologies.
• Experience working with quant teams in a high-performance computing environment.

Project Overview

The candidate will work on the Treasury Futures Model Development project, which involves C++ implementation of Treasury Futures Models in collaboration with quant teams. The role focuses on integrating these models into a Quant Library, enhancing analytics infrastructure, and conducting extensive testing.

Required Qualifications

• Experience working in investment banking or asset management environments.
• Familiarity with quant libraries and financial engineering concepts.
• Proven track record of delivering large-scale quantitative development projects .

Thanks & Rgds,

Rakesh Bharti

Last Word Consulting Inc.

Mobile:- +91 799 236 2609

Email:- [email protected]

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