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  • ID
    #10491076
  • Job type
    Not Specified
  • Salary
    USD $1 per hour 1 per hour
  • Source
    Collabera
  • Date
    2021-03-02
  • Deadline
    2021-05-01

Quant C Developer

Texas, Irving, 75063 Irving USA
 
Not Specified

Start as Remote, open for professionals across USA!Essential Skills and Qualifications• Excellent quantitative programming skills in C or equivalent language with multi-threading is a must• Experience with C boost and Eigen library.• Strong quantitative problem-solving skills and experience applying them to model implementations• Hands-on experience on functional and numerical testing through entire model development software cycle• Must be self-motivated, pro-active, responsible and driven to deliver• Proficient working in a Linux/UNIX environment and MS Visual Studio for C• Background in a numerate subject (e.g. Applied Math, Physics, Engineering, Math Finance, etc)

Desirable Skills:• Experience implementing analytics frameworks in risk/finance such as scenario-driven PD, LGD,models• Experience with SQL, Python, SAS, R a plus• Knowledge of Wholesale Credit Risk concepts and Products in the context of Stress Loss (CCAR) and/or Allowance (IFRS 9/CECL)• Experience with git, automated build/test systems, code coverage, unit testing and release processes• Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations• Experience with software containerization concepts a plus

C Developer/C,multithreading,quant model/financial model/risk model/PD,PD OROR LGD ,eigen/boost

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