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Synechron: Senior C++ Quantitive Developer

Synechron

This is a Contract position in Montreal, QC posted February 22, 2021.

We are currently looking for Senior Quant C++ developer Prerequisite :-The candidate will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management.

The role requires excellent communication skills, strong analytical problem solving abilities, solid academic background and expert programming skills.

Knowledge of financial products and markets is essential to succeed in this role.

Core responsibilities include:
·Design and implement analytical models for counterparty credit and market risk calculations.
·Support end-to-end model validation and application platform integration testing
·Ability to interpret and analyze new regulatory analytics requirements.
·Mentor junior developers.
·Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project
·Manage multiple tasks effectively and independently to meet deadlines Job Skills / Qualifications:
·Advanced degree (PhD/MS/MEng) in a quantitative field such as Math, Statistics, Computational Finance or Engineering
·6 years of hands-on software development experience in C++ (expert programmer)
·Advanced Quantitative Skills: Numerical Methods, Stochastic Calculus/Probability and Random Processes, Martingale Methods in arbitrage pricing, Statistics/Time Series Analysis
·Intimate familiarity with OTC Product space – knowledge of fundamental traded products, valuation methodologies, market data, industry trends, etc
·Conversant with build, deployment and debugging processes (on Linux) such as GDB/Make/Makefiles
·SVN, CVS
·Scripting: At least one of the following: Python, Perl, Matlab, R
·Must be able to communicate and interact effectively with business users, product quants, project managers and IT stakeholders
·Must be well organized and able to meet stakeholder delivery commitments