Upskills provides expert financial software consulting for investment banks and leading financial institutions in Asia Pacific, Middle East and Europe region. With a strong, Front to Back expertise of the cash and derivatives markets, coupled by an in-depth knowledge of financial markets technologies, we provide smart, business-wise and efficient solutions.
We are seeking highly-skilled C++ Quant Developer to design, develop, and optimize high-performance trading and risk analytics systems.The ideal candidate will work closely with quantitative analysts, traders, and risk managers to implement pricing models, risk engines, and low-latency trading infrastructure.
Key responsibilities:
- Develop and implement quantitative models using C++
- Design and implementation of quantitative models for the valuation of financial instruments, including bonds and derivatives with embedded options in interest rates, FX, and/or equity indices.
- Collaborate with Quants to validate and optimize algorithms.
- Build low-latency, high-throughput trading applications.
- Optimize memory usage, multi-threading, and CPU performance.
- Ensure deterministic and scalable system architecture.
- Improve execution speed for real-time risk calculations.
- Enhance the backtesting platform and create tools to support quantitative research and trading activities.
- Analyze trading results and system performance, including data cleaning and organization.
Requirements
PhD, or Master's Degree in Quantitative Finance, Financial Engineering, Mathematics, Computer Engineering, or a related field.
Proven experience in quantitative financial analysis and modeling within the banking or financial services industry.
Strong quantitative skills in numerical algorithms and simulation.
Proficient in programming skills in languages such as C++ along with a strong understanding of object-oriented design principles.
Solid knowledge of financial markets, trading algorithms, and FIX protocol.
Experience with financial modeling libraries and tools (e.g., Bloomberg, Numerix, QuantLib).
Ability to adapt quickly to changing market conditions and evolving quantitative techniques.
Excellent analytical skills and attention to detail.
Effective communication skills with the ability to collaborate across teams and present findings to stakeholders.
