Description
This top tier bank in the city are looking for a senior Quant to join the QMR team on a contractual basis with a focus on validation of models in the financial markets - specifcally CVA and IM.
Key responsibilities:
§ To lead the strategic design of the QMR analytics library
§ Maintain and enforce coding and development standards.
§ Ensure that code is adequately maintained, with a comprehensive set of regressions test and relevant documentation.
Requirements:
- Higher education level (Msc/PHD) in some quantitative degree
- Substantial finace and technical knowledge with quantitative programming background
- Good knowledge of C++
- Extensive exp in a quantitative development role
- Ability to liaise with IT teams, FO teams (traders and quants) etc.
[6 months rolling contract]
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.