Financial Modeling Engineer

Company Description

Epsilon Technologies Group (Epsilon) is a specialist capital-markets technology solutions and services firm helping financial institutions modernize their platforms, risk management, and operations. Our products provide valuation, risk, and accounting capabilities for complex fixed income and derivative instruments, built on a sophisticated C++-based analytics engine and rich financial data model architecture.

We’re seeking a senior quantitative C++ developer to further strengthen our analytics and modelling capability within this platform.

What You’ll Do

• Design, develop and maintain quantitative analytics libraries and modules in modern C++.
• Translate financial models (yield curves, cash-flow modelling, interest rate models) into production-grade code, which is robust, efficient, secure, and maintainable.
• Maintain and develop the rich financial-data model architecture underpinning our analytics platform.
• Maintain and develop the financial-modelling components (pricing, risk, sensitivities, scenario analysis) within that engine.
• Participate in version control (Git / Subversion), code reviews, unit / integration testing and performance-tuning of numerical code.

What We’re Looking For

experience with fixed income valuations and derivatives pricing / risk management.

Preferred Educational Background

Why Join Us

Location