About the job
Join our Digital Transformation team at Altersolutions, where you will be an integral part of a group of IT Quants dedicated to supporting our clients' needs.
You will be placed with a leading Investment Bank, collaborating closely with a team of financial engineers, quants, and the R&D unit of the bank.
Your role will involve continuous interaction with Product Managers, financial engineers, and occasionally with clients. You will ensure the accuracy of the developed models and the quantitative methodologies implemented.
Your responsibilities will include:
- Developing pricers and applications, primarily in C++.
- Engaging in agile development cycles for technical and functional enhancements, potentially focusing on application monitoring for clients.
- Integrating pricing libraries.
- Overseeing the testing phase, prototype development, and quality assurance.
- Contributing to the design and development of pricing tools for front-office operators.
- Implementing financial models using your expertise in financial mathematics.
