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!
