Quantlib Developer Opportunity

[Abdalla Ruken]

Thanks to the open source community behind this project we believe there is a viable alternative offered here to develop a valuation and risk management system of great quality at low cost. We hope that one day we will contribute to this admirable initiative.

 

As a major Canadian asset management firm, our team has substantial expertise in development and in financial theory and we would like to add a developer on contract, and potentially on a permanent basis.

 

The goal is to build a risk management and valuation application with quantlib as the analytical engine and then extend this to handle other products not covered, particularly credit derivatives.

 

The candidate must possess a mature understanding of C++ in particular and computing in general as well as advanced analytical skills at the Ph. D. level in mathematics or physics. Knowledge of finance and familiarity with quantlib are highly desirable assets.

 

While prior knowledge of finance is not a must, the candidate must be willing and demonstrably able to quickly learn the primary concepts of risk neutral valuation, trading and portfolio analysis.

 

The candidate must be willing to work in Canada for a minimum of six months and must be eligible to work in the EU or NAFTA regions.

 

This is an opportunity to experience Canada and Bay Street, for those who have not had the opportunity, while working on a project that will expose the candidate to the full range of financial concepts in valuation and risk management. 

 

Please include your resume in any response to this post.

 

 

[Luigi Ballabio]

On Mon, 2008-03-10 at 18:17 -0700, Abdalla Ruken wrote:
> As a major Canadian asset management firm, our team has substantial
> expertise in development and in financial theory and we would like to
> add a developer on contract, and potentially on a permanent basis.

[Moderator note: no harm done, but the correct forum for this kind of
post is the quantlib-jobs mailing list. Thanks, Luigi]


--

I'd never join any club that would have the likes of me as a member.
-- Groucho Marx



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