Algorithm Developer
We are looking for an experienced algorithm developer to work in our research team which develops new valuation models using stochastic optimisation, clustering algorithms, neural networks and simulation techniques. You will be implementing algorithms and optimising the computational efficiency of the algorithms.
Position
As algorithm developer you will have the following responsibilities:
- Contribute to the design of new valuation models
- Efficient implementation of the valuation models
- Evaluation, testing and calibration of the models
Qualifications
You will be able to demonstrate:
- Algorithm programming experience in Java and/or C++
- Experience with large databases and data mining
- Experience with the subject matter is considered an advantage
- An MSc. or Ph.D. in computing, statistics, mathematics, physics, operations research, or econometrics
- Up to six years of experience
Location: Amsterdam, The Netherlands
