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.

Programming

• Python
• R/MatLab (optional)
• Experience with typed languages (optional)

DevOps

• Python package management
• GCP (optional)
• Docker (optional)

Derivative pricing

• 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!