Equities Quantitative Developer

  • Competitive Market Rate
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Anson McCade
  • 14 nov. 17 2017-11-14

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions?

Equities Quantitative Developer

 

London based

 

Are you an expert in analytics? Do you know how to work well within a team and deliver sophisticated solutions? My client is looking for someone who can:
– work on the design and implementation of a new API across several asset-class quant libraries.
– work closely with colleagues in IT to design the interactions with a new strategic risk-management platform being developed.
– integrate the library with this system, including managing caching and distributed computing.

 

You’ll be working in the Quantitative Analytics team in London. The role is to build the models and infrastructure that risk manages the Investment Bank's trading positions. They help their Trading, Structuring and Sales business partners by providing cutting-edge analytics and state of the art systems. The team is looking to expand to support the next generation of regulation.

 

Requirements

 

You must have a:

  • Numerate degree (computer science, mathematics, physics, engineering or similar).
  • Good algorithmic and general programming skills.
  • Experience of derivative pricing libraries and derivatives in general.

You must be:

  • An experienced C++ developer.
  • Familiar with standard derivatives and pricing methods.