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Live Vacancies

Quant Developer - C++

  • Location

    London, England

  • Sector:

    Data & Analytics

  • Job type:

    Contract

  • Salary:

    £700.00 - £1000.00 per day

  • Contact:

    Jon Rogers

  • Contact email:

    jrogers@pioneer-search.com

  • Job ref:

    BBBH3137_1629383704

  • Published:

    about 1 month ago

  • Expiry date:

    2021-08-26

  • Consultant:

    #

Quant Developer - C++ - 12 month contract (inside IR35)

This is a huge opportunity to be part of the core team of developers who'll be building a brand new analytics platform for a global investment bank. With internal funding recently approved, this new greenfield project will completely transform how global trades are executed. Sitting within Fixed Income, the new distributed application that you'll be building will enable traders to access yield curves and analytics in real-time, from wherever they are in the world. The London hub of this bank already has an incredible tech stack upon which this new project will sit.

As a C++ Quant developer, you will be rebuilding their brand new library, joining right at the start of the project. Your work will be essential to ensure the accuracy of core library within Fixed Income Derivatives, developing valuation models and engineering user-friendly front office analytics.

Responsibilities:

  • Rebuild brand new library within Fixed Income Derivatives
  • Develop valuation models for derivatives products
  • Be a go-to expert both during and after new model implementation
  • Provide day-to-day quantitative support to business on valuation, risks and hedging
  • Consideration and understanding of bank's risk appetite and culture

Requirements:

  • Necessary experience in Fixed Income Derivative products and valuation models
  • Highly technically-minded with PhD or MSc in quantitative fields
  • Excellent C++ skills along with working awareness of Python, Java or Scala
  • Strong background in PDE, Monte-Carlo and stochastic calculus
  • Knowledge of Nag/DCO is very important

Quant Developer - C++ - 12 month contract (inside IR35)