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Live Vacancies

C++ Quant Developer - XVA

  • Location

    London, England

  • Sector:

    Data & Analytics

  • Job type:

    Contract

  • Salary:

    £800.00 - £900.00 per day

  • Contact:

    Jon Rogers

  • Contact email:

    jrogers@pioneer-search.com

  • Job ref:

    BBBH3221_1637875336

  • Published:

    14 days ago

  • Expiry date:

    2021-12-02

  • Consultant:

    #

C++ Quant Developer - XVA

Contract opportunity to join a leading investment bank as they take their XVA library to the next level. Having developed the library over the past 5 years, they have covered multiple asset classes and continue to increase this library's scope. This project will give you the opportunity to work on the latest technologies (up to C++ 20) in order to build out this state-of-the-art XVA library.

Reporting directly into the Director, you will provide KDA, marginal adjustment and many more services to the wider business. The successful individual will be a creative technical thinker who is excited by designing cutting edge solutions.

This contract is an initial 6 months at £800-£900/day Inside IR35 with an immediate start date. The team is remote working with the option to go into the office when required.

Requirements:

  • Excellent ability in C++ / C++11 (C++ 14 to C++20 will also be used)
  • Strong financial background from any of the main asset classes
  • Ability in both Linux and Windows
  • Experience in test-driven deployment
  • GPU and Neural Network knowledge an advantage

C++ Quant Developer - XVA