Quantitative Developer - C++

Oliver Bernard Ltd
United Kingdom
£85k - £120k pa
06 Oct 2017
07 Nov 2017
Contract Type
Full Time
Quantitative Developer, Fixed Income, C++, Python, STL, BOOST My client a leading fintech company are looking for an experienced Quant Developer to join their rapidly expanding business. The successful candidate will have a passion for solving engineering problems and delivering business functionality. You will participate in design and implementation with direct input into the product. Key Role & Responsibilities The successful candidate will provide technical hands-on leadership as a member of the quant team to assist in the development and maintenance of robust, production-ready fixed income pricing and risk models implemented as part of our in-house C++ libraries. Technologies - C++ Development - STL - Boost - Python Experience - Fixed Income; practical understanding of credit, inflation and equity markets an advantage - Pricing and Risk models. - Stochastic Calculus, PDEs, Monte Carlo, statistics, numerical algorithms To learn more about the position please send an up to date CV
This job was originally posted as www.jobsite.co.uk/job/959267319