Salary £600 - £700 per day
Consultant Lisa Farrow
Date posted 13 April 201811 Slingsby Place, St Martin's Courtyard London, WC2E 9AB Robert Walters United Kingdom
A reputable bank with an impeccable reputation in London, is searching for a strong Quantitative Analyst or Developer to join their Front Office Quantitative Research team on a contractual basis.
The role holder will be responsible for developing code within the production in-house C++11 quant library.
Responsibilities will include:
- Use the specific requirements of the project to influence architectural design within the library
- Work both with the quants and with a quant-dev group who are dedicated to library architecture, tools, testing, build and packaging
- Working in the front office Rates Quantitative Research team and will develop code within the production in-house C++11 quant library
Key skills required:
- 7 years’ experience or more working as a quantitative analyst or quantitative developer in a large quant library within a major financial institution
- Exceptional C++ and an interest in modern features and the development of the language
- Strong capacity for code abstraction and design skills
- Extensive experience working with an object orientated code base for the creation of market data objects, instruments and pricing engines
- Strong product knowledge of interest-rate derivative products; knowledge of inflation, FX and equity derivatives would be a plus
If interested, please apply directly online or email your CV to email@example.com