C++ Quantitative Developers (Front Office)

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:

    Contract

  • Salaris:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PCH - Risk_1610991145

  • Gepubliceerd:

    4 maanden geleden

  • Termijn:

    2021-02-17

  • Startdatum:

    ASAP

  • Consultant:

    #

My client, a Top Tier Investment Bank is looking for multiple C++ Quant Developers to join their team based in London or Paris. These are PAYE contract.

Responsibilities:

  • The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks
  • To design, develop, test and document the models developed
  • Develop technical solutions for the desk as required
  • To provide rapid fixes to any issues identified in the models
  • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Requirements:

  • Working as a Quantitative Analyst / Quantitative Developer developing models in quantitative finance, IT development, or a trading environment
  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • Strong C++ experience (preferably using Visual Studio 2017)
  • Excel VBA experience required
  • Python experience preferred
  • Experience with IBOR a plus
  • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
  • Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
  • Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
  • Good knowledge of Excel.
  • Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.
  • Knowledge of distributed computing and serialisation techniques preferred.
  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

To apply, please send your CV to phoebecheung@taylorroot.com

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