Quantitative Risk Developer recruitment
Responsibilities:
• Interface with Quantitative Strategists and Quantitative Modeling teams to support the valuation mechanisms and pricing tools for a variable annuity hedging portfolio
• Working within a federated Monte Carlo system in C/C++ in the CUDA environment for a GPU cluster, provide tools to increase efficiency and standardization of model libraries
• Specify, test and enhance analytics and technology framework to ensure accuracy and reliability of existing valuations.
• On-going development of model components for risk solutions with the internal quantitative library in C++
• Document all model development to the required standard and integration testing of all model development to the required standard.
Requirements:
• 1-2 years previous experience within a financial services firm within a risk or quantitative area.
• Option theory knowledge and at least one programming language.
• Knowledge of both Linux and windows operating environment is desirable.
• Experience in multithreaded programming (OpenMP, p-thread) CUDA development is highly desirable.
• Masters level Degree in finance, math, physics or engineering.
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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