Quantitative Developer C++

RH Technology
London (Greater)
02 Nov 2017
16 Nov 2017
Contract Type
Full Time

Quantitative Developer C++ Position available

Quantitative Developer C++ Are you a Senior Quant Developer with a strong C++?

Have you design and integrated special solutions for multiple projects?

Would you like to work on a 12 months contract role in London?

The Role:

The 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 ideal candidate will have strong design skills and should be able to propose simplifications to the existing code.

Quantitative Developer C++

Must Have:
* 7y+ 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
* 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 apply for a Quantitative Developer C++ if you have the above skills set

To be considered for a Quantitative Developer C++ Position you must be eligible to work in the UK

Robert Half Ltd acts as an employment business for temporary positions and an employment agency for permanent positions. Robert Half is committed to equal opportunity and diversity. Suitable candidates with equivalent qualifications and more or less experience can apply. By applying to this position, you acknowledge that you have read and accept the following ******************************************-statement

This job was originally posted as www.jobsite.co.uk/job/959439847