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Quantitative Finance · Glossary

What is Library developer?

Definition 19.2 The Industry: Firms, Roles and Careers · Chapter 19 — Quant Developer

A library developer is a quant developer who writes and maintains the code of a pricing and risk library for the quants who design its models: the interfaces, data structures, performance and numerical plumbing that turn a library quant’s methods into a product every desk and risk system can call.

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