Quant Developer

Recruiter
Outsource UK Ltd
Location
United Kingdom
Posted
30 Sep 2017
Closes
03 Nov 2017
Contract Type
Contract
Hours
Full Time

Quant Developer/Analyst (C++)

A Quant Developer/Analyst is required to work on 6 month contract (with the possibility of extension) for our major Financial Services client based in Central London.

Overview of the Quant Developer/Analyst (C++)

The successful candidate will work in the front office Rates Quantitative Research team and will develop within the production in-house quant library code base in C++. The candidate will have continuous interaction with the rest of the quant team, as well as FO trading, project management and IT, and will help to take forward the development of the analytical toolkit used to compute P&L and risk, in order to upgrade it to be compliant with the EMIR bilateral margining regulations.
By working on this project, the candidate will assist in the implementation of the pricing engines for new products support as well as curve calibration and be involved in improving their efficiency, by both increasing the computational speed and decreasing the memory footprint. The ideal candidate will have strong design skills and should be able to propose simplifications to the existing code.

Key skills required for the Quant Developer/Analyst (C++) position

  • Experience working as quantitative analyst or quantitative developer in a large quant library within a major financial institution, with front office focus;
    * exceptional C++, with strong capacity of abstraction and design skills;
    * extensive experience working with an object oriented code base for the creation of market data objects, instruments and pricing engines;
    * strong analytical and numerical skills, and high level technical knowledge on implementing pricing analytics;
    * knowledge of stochastic calculus would be a plus;
    * strong product knowledge on linear and options rates products, knowledge of inflation and FX would be a plus;
    * fast learner who can quickly become autonomous and take projects forward;
    * dynamic attitude with an ability to easily switch from one project to the other as priorities might change along the way and the overall quant team works in a very collaborative way;
    * strong attention to detail as accuracy is of the essence in such a role; and
    * a post-graduate education level (PhD, MSc or equivalent) on a highly quantitative subject (such as Maths / Financial Maths or Theoretical Physics) is required.

Please contact Corinna Jones on 01793437291 or email for more info!

Do you know anyone who might be looking for a new role? You could benefit from our candidate referral scheme. Contact me on the above contact details for more information.

Please visit our website www.outsource-uk.co.uk


This job was originally posted as www.totaljobs.com/job/76171100