Job Description :
Job Title: Quant Lib developer
Location: Washington DC
Duration: Contract

Job Description:

Proficient in C++ programming with 5+ years in of working experience
Experience with SQL Database programming
5+ years in Financial Engineering
Work with other Developers to support the Product Development lifecycle of market data and analytical insights products
Assist in the documentation of data workflows and new data requirement specifications
Be able to multitask and effectively manage priorities in a fast paced environment
Suggest and implement improvements for legacy software code
Perform QA analysis of new data products

Skills:

Strong background in mathematics with excellent quantitative analytics skills
Familiarity and experience with QuantLib software framework for quantitative finance
Solid understanding of Fixed Income, Currencies and Commodities (FICC) instruments such as Bills, notes bonds, Foreign exchange instruments, Interest Rate Swaps, Options, etc.
Proficient in C++ programming with 5+ years of working experience
Excellent written and verbal communications skills
Experience in real-time data processing and familiarity with market data communication protocols
Experience with SQL Database programming
Strong attention to detail
Ability to implement and continually improve efficiencies in the product development process
             

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