Position: C++ Developer in Montreal
Company: Weem
Experience required: 3y
Category: C++
English level: upper
Published: 2023-07-01T00:00:00+03:00

!!! 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