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C++ Developer Quant Developer, XVA Pricing, Monte Carlo, Mathematical

London  ‐ Onsite
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Keywords

Asset C++ TDD JIRA Finance C SVN Developer

Description

C++ Developer/Quant Developer, Mathematical Finance, CUP/GPU, Grid Computing, Pricing, XVA, Monte Carlo

2x very strong C++ Developers with a quantitative mathematical finance background are required to work as part of the core Front Office Quant Team. The Team are responsible for XVA Pricing and Risk Management, developing and supporting Monte Carlo engines on a CPU/GPU grid.

Essential:

  • Very strong C++; familiarity with large scale code development (TDD, JIRA, SVN).
  • Mathematical finance (single or multi-asset class).
  • CUDA experience is desirable and can substitute for the mathematical finance requirement.
Start date
URGENT - can wait notice period
Duration
Until at least the end of the year
From
Nexere Consulting Limited
Published at
24.02.2017
Project ID:
1294504
Contract type
Freelance
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