We at Caplight are expanding our engineering team with a focus on quantitative finance skills.
We are looking for developers, quantitative analysts, or data scientists that have familiarity with the topics below. 1-5 years experience would be ideal, but we are open to other applications too.
- R/MatLab (optional)
- Experience with typed languages (optional)
- Python package management
- GCP (optional)
- Docker (optional)
- Stochastic calculus
- Practical applications of stochastic models (SABR, SVI, Heston)
Statistics and Machine learning
- Pandas, Numpy
- Econometrics: GARCH, ARIMA, cointegration
- R Stan, PyMC (optional)
- TensorFlow, PyTorch (optional)
In your application please provide a high-level overview of derivative pricing work you have been involved in.
We are looking forward to hearing from you!