Quantitative Developer

Short Company Description

Euro-Testing Software Solutions is involved in software consulting, having experience of approx. 20 years on the market in Romania and abroad, through specific IT solutions and services offered in the following areas:

aEURc Software Testing (manual testing, testing automation, performance testing, outsourcing, training and certification, etc.)

aEURc Cyber aEUR<aEUR<Security

aEURc DevOps/DevSecOps

aEURc Implementation and Customization of Atlassian & OpenText products (MicroFocus) and other niche products/solutions

aEURc AI based Decision Intelligence solutions.

Requirements

aEURcSelfaEUR'driven, analytical, and collaborative teammate with strong communication skills.

aEURcMS, PhD, or engineering school degree in a quantitative discipline such as Mathematics, Financial Engineering, Computer Science, or Physics.

aEURcAt least 2 years of experience as a Quantitative Developer/Analyst, ideally with exposure to fixed income and/or multi-asset contexts.

aEURcStrong objectaEUR'oriented programming skills with advanced proficiency in C++.

aEURcExperience with Linux environment and python.

aEURcFamiliarity with software delivery processes (unit tests, regression tests, CI/CD, Agile).

aEURcAbility to work in an international environment with crossaEUR'functional teams.

aEURcFluent in English.

aEURc Strong C++ (must-have) aEUR" ideally 3+ years (flexible if strong capability)

aEURc Python (nice to have, increasingly relevant)

aEURc Familiarity with: DevOps tools (e.g. GitLab); Build processes (e.g. make / binaries)

aEURc Quant / Domain Knowledge

aEURc Understanding of: Financial instruments (especially fixed income & equities); Basic derivatives/payoff concepts

aEURc Experience in: Banks, financial institutions, or similar environments preferred

Ideal Candidate Profile

aEURc Balanced mix of: Solid C++ skills; Basic financial knowledge

aEURc Not necessarily a top C++ expert, but: Must be independent and proactive; Strong problem solver; Able to work without close supervision

Responsibilities

aEURcDevelop and integrate new financial models or enhance existing ones in our quantitative model framework (C++).

aEURcOptimize model performance, memory utilization, and numerical stability.

aEURcAdd and improve tests for pricing, calibration, performance, and model validation.

aEURcTailor model interfaces and APIs to ensure that new features are efficiently integrated into the production pricing service.

aEURcCollaborate with model validation teams and provide documentation and testing support.

aEURcProvide functional support to internal users and external clients when needed.

aEURcWork closely with engineering teams on continuous integration, delivery pipelines, and production deployment.

aEURc Develop and maintain quantitative models (mainly C/C++)

aEURc Improve model performance, accuracy, and efficiency

aEURc Modify and enhance existing models (not building from scratch initially)

aEURc Some work on APIs (not microservices-heavy)

aEURc Significant testing, tuning, and optimisation