Description
C++ Quantitative
Quantitative analyst is required to work in the rates pricing team in London with one of our banking clients.
Ideally, the C++ Quant will have a past of experience in Object Oriented code, at least 7 years in C++, and experience working with in house applications.
Key Requirements:
C++ experience
Rates.
Risk or Pricing experience
Quant Analyst experience +9 years
Desirable:
PhD (eg computer science, mathematics, engineering)
Multi assets
Please apply online with an updated CV.
Real Staffing, a trading division of SThree Partnership LLP