Description
A Global Financial Institution is searching for a Senior Quant Analyst to join a lead a beta stage POC project which will initially cover a subset of the trade population. The role will involve monitoring all quantitative aspects of the project, with an aim towards improving the solution at model, algorithmic, code or process level. Candidates will require an extensive background in library architecture, development and optimisation, ideally in C# or C++. Further to this they must have demonstrated experience in exotic derivative pricing and risk, payoff languages, calibration performance, Greeks and P&L analysis. Ideally candidates will also have a background in IR/FX. A strong academic background is also required, with a Masters or PhD in a relevant discipline.
Key Skills
- Library Architecture and Optimisation (C++/C#)
- Model development and implementation
- Monte Carlo Frameworks
- Interest Rates/FX
- PhD (Mathematics, Physics, Quant Finance)
This role will pay excellent daily rates of £1000 per day for the right candidate.
Only candidates meeting all of the above criteria will be considered.
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice. By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.