I have a mathematics background with a PhD in mathematics (not related to stochastic processors or financial mathematics) and have been in derivatives valuation for around 6 years. When applying for quantitative finance roles I tend to struggle, as although I have a knowledge of C++, often, it is requisite to have some sort of demonstrable background in implementing pricing models - this is experience I do not have. Could someone point to some open source projects or other initiatives that I could take part in so that I can gain this experience, and also use it as example to potential employers to demonstrate that I have been able to build up the requisite experience. Would greatly appreciate any suggestions, including input from those who have been roles responsible for hiring, with regards to which sort of experience would count as valuable.
I would give GitHub a try. Searching for option pricing or machine learning or anything like that yield a ton of repositories with implementations that you can look through and learn from. Here are 2 search links:
After gaining some level of comfort, I would look to improve the quality of your coding. Submitting working code to the Code Review SE would work well if you were looking for people to critique and give you advice on the structure and set up of your code. You could also search there for implementations and take note of the suggested improvements. Here is a search I just did. I didn't look at any of the results but there are some there:
Code Review SE is one of the best resources I know of for improving your coding from practical, working implementations.
I hope this helps. Good luck in your search.