Evaluate RiskSpan’s BGM and Black Karasinski rate models
Read RiskSpan’s C++ code and either make changes or provide clear directions to a c++ developer.
Test and validate changes
Update RiskSpan documentation.
C++
Should have worked in companies like Charles Schwab, JP Morgan
Should know about Quants, Short Rate Model in Capital Market
Types of Models - Black Karasinski, Hull-White, Vasicek
Job Type: Contract
Pay: $30.00 - $60.00 per hour
Benefits:
Dental insurance
Flexible schedule
Health insurance
Life insurance
Paid time off
Parental leave
Compensation Package:
1099 contract
Schedule:
10 hour shift
Experience:
C++: 1 year (Required)
C: 1 year (Required)
Work Location: Remote
DanaRemoters