About Lunalogic:
Lunalogic is a consulting firm specialized in financial markets and quantitative technologies. We support our clients in the design and implementation of high-value solutions at the crossroads of finance, applied mathematics, and software engineering.
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).
* Professional proficiency in English.
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.