Senior Quantitative Software Engineer - High-Performance Computing

Join our engineering and IT consulting firm to work with a leading European investment bank. As a Senior Quantitative Software Engineer, you will develop and optimize high-performance derivatives pricing platforms using advanced mathematical models, GPU computing, and parallel processing architectures.

Requirements

• Develop and optimize Monte Carlo simulation engines for derivatives pricing
• Implement high-performance algorithms for real-time risk calculations
• Build GPU-accelerated computing solutions using CUDA/OpenCL
• Design parallel processing systems handling millions of simulations
• Resolve performance bottlenecks and scalability challenges
• Create tools for traders to analyze profit/loss scenarios