Quantitative Analyst/Quant Developer (C++)

  • Locatie

    London, England

  • Sector:

    Banken & Financial Services

  • Soort contract:


  • Salaris:


  • Contact:

    Phoebe Cheung

  • Email:


  • Job ref:

    PCH - Quant Finance_1599144359

  • Gepubliceerd:

    8 maanden geleden

  • Termijn:


  • Startdatum:


  • Consultant:


My client, a Top Tier Global Bank is looking for a Quantitative Analyst/Quant Developer to join their Global Finance Product Control Analytics team based in London. This is a PAYE contract role.

What you will be doing:

  • Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in C++, Python and SQL.
  • Migration of Excel applications to automated platforms.
  • Contribute to internal projects to streamline production within multiple asset classes: FX, credit and equity.
  • Build relationships with multiple internal teams: Product Control, Development Team, and Market Risk.
  • The team aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. The team develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in Global Markets locations.

What we are looking for:

  • Master's degree in Quantitative Finance, a numerical subject (Maths, Physics) or software engineering
  • Strong knowledge & practical experience with C++ are required
  • Python, C# ,SQL and VBA are advantages
  • Experience of working within a quant space is ideal (pricing models, curve construction, etc)
  • Knowledge of financial products: FX, Credit, Equity
  • Strong analytical and problem solving skills
  • Excellent communication skills and interpersonal skills
  • Attention to detail and consideration of timelines

For more details, please send your CV to phoebecheung@taylorroot.com

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