C++ Developer/Quant Developer, Mathematical Finance, Quantitative, CUP

Job type:
on-site
Start:
Can wait notice period
Duration:
12 months extendable to 3 yrs
From:
Nexere Consulting Limited
Place:
London
Date:
02/15/2018
Country:
flag_no United Kingdom
project ID:
1504302

Warning
This project is archived and not active any more.
You will find vacant projects in our project database.

Quant Developer/C++ Developer x 2 - Mathematical Finance, Quantitative, CUP/GPU, Grid Computing, Pricing, XVA, Risk Management, Monte Carlo, Front Office - London

A leading banking organisation are seeking to recruit 2 x strong Quant Developer/C++ Developers with a quantitative mathematical finance background to join a specialist team that form 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 link and close liaison with the Quants
  • Familiarity with large scale code development (TDD, JIRA, SVN).
  • Mathematical finance (single or multi-asset class).
  • Some knowledge or understanding of stochastic calculus would be a plus
  • CUDA experience is desirable and can substitute for the mathematical finance requirements

Team Project include: Various Pricing projects, EMIR bilateral margining regulations, MIFID 2 Quant Library, Structured Note Quant Librar.

These are long term assignments within the bank, with initial 12 month contracts being offered and a view to roll on for 2-3 years.

C++ Developer/Quant Developer, Mathematical Finance, Quantitative, CUP/GPU, Grid Computing, Pricing, XVA, Risk Management, Monte Carlo, Front Office - London