Our client is one of the leading investment banks in the world, and for their growing professional team we are looking for new colleagues now.
The team the Quantitative Developer will work in has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the markets’ businesses.
The following are some examples of projects the Developer could be working on:
- Development and maintenance of the in-house C++ pricing libraries
- Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
- Development and maintenance of multi-threaded servers for delivering data to users
- Work on general efficiency improvement and optimization of the analytical library
- Work on Regulatory and Governance based projects across a range of the asset classes
- BSc / MSc in Mathematics, Physics, Engineering or Computer Science
- Outstanding C++ knowledge, good command of programming using C++, Python and VBA
- Familiarity with Windows and Linux development
- Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities is an advantage
- Excellent verbal and written English
- Challenging position with serious responsibility
- Attractive working environment
- Professional team