Position: C++ Developer in Montreal
Company: Weem
Category: C++
Experience required: 3y
English level: upper

!!! Only for candidates located in Montreal(or who are in Canada and are willing to relocate to Montreal) !!!

We invite you to join the team of an American company. As a C++ Developer, you will discover, design, develop and test models to value positions and construct quantitative data (curves, volatility cubes, correlation matrices, etc.) in real-time across all asset classes including Crypto. 

What You’ll Do:
-Design and development of processes,
- Write modern, clean, reusable, well tested source code in C++ that scales and performs well across large distributed systems 
- Analyze or construct model inputs using SQL and Snowflake
- Create methodology documentation to support model validation when needed

What  You Should Have:
- Excellent quantitative and programming skills with 3-5 years' experience in large-scale C++ development and program design as well as data intensive products
- Experience with C/C++, Python, Java
- Software development for data analysis will be a plus
- Experience working on yield curves (OIS, Libor, Cross-currency, etc.), inflation curve, volatility surfaces, interest rate volatility cubes (eventually live/intraday)
 

What can we offer:
- Strong work ethic and highly motivated
- 25 Vacation days and 3 Personal days
- Annual bonus and salary review
- Hybrid office
- Location or relocation - Montreal, Canada