C++ Developer/Quant Developer, Mathematical Finance, Quantative, CUP/G

Job type:
on-site
Start:
Can wait notice period
Duration:
12 months +
From:
Nexere Consulting Limited
Place:
London
Date:
07/04/2017
Country:
flag_no United Kingdom
project ID:
1373703

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

A strong Quant Developer/C++ Developers with a quantitative mathematical finance background is required to join a specialist team that forms 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 skills:

  • Very strong C++ Development;
  • Strong like and close liaison with the Quants
  • 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.

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