A financial engineering firm with major growth potential is seeking to fill a mid-level software engineer position to assist in the development of high performance database software with realtime analysis capabilities.
We offer the opportunity to expand your knowledge and experience in the highly complex and challenging but intellectually and financially rewarding world of financial markets, while helping us to deliver state-of-the-art informational and arbitraging applications on our 1000+ CPU parallel computing system. Our USA team members work in a highly flexible telecommuting focused environment and we are very accomodative to lifestyle choices as long as high productivity and motivation are maintained.
Skills & Requirements
* master's degree in computer science, engineering, physics, or mathematics
* strong knowledge of C++, including STL and boost libraries
* experience in programming multi-threaded applications in C++ using pthreads
* experience in programming networked applications in C++ using BSD sockets
* experience with Linux and debugging with gdb
* knowledge and experience in database system programming expected
* experience in programming language development is a strong plus
* experience with Python is a plus
* knowledge of numerical methods and statistics is a plus
* the job is primarily telecommuting based with frequent meetings in Pasadena, CA
Our company specializes in delivering analytical and investment products in credit and equity derivatives. Among our product offerings are interactive performance monitoring and valuation tools for mortgage- and asset-backed securities, realtime equity options analysis, term structure modeling, interest rate modeling, prepayment/default/loss modeling, advanced particle diffusion applications in options modeling, risk management tools in a Monte Carlo OAS/VaR framework, and a growing hedge fund. Our customers span the financial industry, including many of the largest global bulge bracket firms, central banks, regulators, mortgage originators and servicers, ratings agencies, broker/dealers, hedge funds, REITs, and other asset managers.
Our team is comprised of technologists, scientists, and analysts who share a love of data, systems, patterns, and winning in the biggest game in town: global financial markets. We hope you find a permanent home with us as we continue growing our company into a major player in the financial world.