QUANT DEVELOPER / QUANTITATIVE DEVELOPER / FINANCIAL ANALYTICS / QUANT / QUANT ANALYTICS / QUANTITATIVE / C++ / C++ QUANT DEVELOPER / MARKET RISK / CVA / MATHEMATICS / STATISTICS / PHD / MSC / FRTB / QUANT RESEARCH / FRONT OFFICE / IBORQuantitative DeveloperLondon - £85,000 to £100,000
A leading global analytics partner is seeking an experienced, highly mathematical, and innovative Quantitative Developer in the City of London. Are you ready to join an exciting firm and work closely with some of the biggest investment banks in the world? If so, this role is for you.The Opportunity
Our client is looking for an experienced C++ Quant Developer. In previous roles you will have worked on supporting and developing tools associated with market risk. You will be a self-starter, with a history releasing and building components for risk calculations.
In this role you will help to enhance the features of multiple asset classes to meet industry standards for profits, losses, and capital requirements. You will need to be a highly professional programmer and someone who can ensure rapid deployment of any components developed. A desire to work with new technology is essential, as you will be expected to utilise these and develop new solutions from the ground up. Alongside this you will be responsible for supporting all infrastructure components, including bug fixing, enhancing the quant libraries, leveraging cloud technologies, and resolving market data issues.
This is an excellent opportunity to work for a dynamic global leader and have exposure to some financial giants. Alongside this is a competitive salary, an excellent working culture, numerous financial perks including a performance related bonus and opportunities to develop yourself professionally.What is needed for me to be successful?
- Ideally 8 years' experience using C++ and associated concepts (i.e. C++ 11 Standard Library)
- Knowledge of CVA, FRTB and IBOR Transition
- Experience with VaR modelling, scenario generation and/or back testing preferable
- Proficient in tools such as GIT and SVN
- Abstraction and design skills
- Several years working as a quant developer in major financial institutions (front office or market risk focus), and a solid knowledge of at least one asset class
- Advanced degree in a quantitative subject such as mathematics, statistics, physics, financial engineering, or computer science (MSc or PhD)
- Very strong numerical skills and advanced statistical techniques are highly desirable
- You must be a fast learner, autonomous, a dynamic thinker, exceptional communicator and also able to work effectively on multiple projects
Apply today to be considered for this opportunity. If suitable, one of our specialist consultants will be in contact to discuss the opportunity with you in detail prior to submitting your CV to the client. In this discussion we will aim to identify your specific skills and motivations, and where appropriate recommend other relevant opportunities to you that match your requirements.
Additionally, refer a friend or colleague to us and receive £200 in vouchers if we assist them in securing a new career.Job Synonyms:
QUANT DEVELOPER / QUANTITATIVE DEVELOPER / FINANCIAL ANALYTICS / QUANT / QUANT ANALYTICS / QUANTITATIVE / C++ / C++ QUANT DEVELOPER / MARKET RISK / CVA / MATHEMATICS / STATISTICS / PHD / MSC / FRTB / QUANT RESEARCH / FRONT OFFICE / IBOR