About Us
Founded in 2000, Lunalogic is a consulting firm structured around two main areas of expertise:
* Finance, Risk & Regulatory – supporting financial institutions, insurers, and industrial companies in risk management, compliance, and quantitative modeling.
* Data Science, Artificial Intelligence & Blockchain – designing and deploying advanced machine learning, deep learning, data engineering, and blockchain solutions across multiple industries.
For over 20 years, we have been developing sophisticated algorithms and infrastructures that leverage the full potential of data science and blockchain to address real-world challenges: quantitative modeling, business process automation, fraud detection, industrial system optimization, and predictive analytics.
We work with both major corporations and SMEs across finance, banking, insurance, healthcare, and industry. Our strength lies in our R&D-driven innovation and our commitment to continuous learning, attracting top talent from leading academic backgrounds.
At Lunalogic, we transform our clients’ technological and financial challenges into concrete, impactful, and operational solutions—within a dynamic and collaborative environment.
Role Overview:
We are seeking an experienced Quantitative Consultant to contribute to the development and maintenance of an Initial Margin calculation library. The core library is developed in C# and interacts with a C++ library through a dedicated bridge.
Key Responsibilities:
* Develop, optimize, and maintain the Initial Margin calculation library.
* Work closely with quantitative and IT teams to ensure robustness and performance.
* Contribute to the integration between C# and C++ environments.
* Ensure code quality, proper documentation, and technical support.
* Participate in the evolution of the technical stack, with future developments planned in Python.
Profile Required:
* 5–10 years of experience in a Quantitative / Financial Engineering environment.
* Strong expertise in C++ and C# development.
* Solid understanding of risk modeling or financial computation principles.
* Analytical mindset, attention to detail, and ability to work in demanding environments.
* Knowledge of Python is a plus (language to be introduced in future developments).
Why Join Lunalogic:
* Join a firm recognized for its quantitative and technological expertise.
* Work on technically challenging and high-impact projects.
* Collaborate with senior professionals on complex, high-value topics.