Quantitative Developer

Standard Chartered Bank
London (Greater)
09 Mar 2018
16 Mar 2018
Contract Type
Full Time

Job Description – Quant Dev

A temporary position is available in the Market Risk Models team to assist with developing and maintaining the infrastructure of its derivatives analytics library used for model validation. The successful candidate can be based in either London or Singapore.

Key Roles & Responsibilities

  • Oversight over the architecture and infrastructure of the analytics library.
  • Maintain and enforce coding and development standards.
  • Ensure that code is adequately maintained, with a comprehensive set of regressions test and relevant documentation.
  • Work with other affiliated groups, e.g. Front Office Quant and Quant Development teams for resolving the build and code repository issues.

Qualifications & Skills

  • Higher degree (MSc, PhD, DEA) in highly numerical subject such as mathematics or physics.
  • Substantial technical and financial knowledge, strong quantitative programming background in C++ with extensive experience in designing and developing object oriented library using design patterns and advanced templates.
  • In excess of 5 years’ experience in a similar Quantitative Development position
  • Strong communication skills and ability to work effectively as part of a Global Team. Fluency in written and spoken English.
  • Strong writing skills with the ability to present conclusions and recommendations from technical projects to a less technical audience.
  • Ability to liaise effectively with IT professionals, Front Office traders and quants.

This job was originally posted as www.jobsite.co.uk/job/960300344

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