Description
My client is an investment bank based in London; they are looking for a contract Quant Analyst/Developer to join their team for a 6 month contract.
Key skills:
- Strong C++ experience
- Familiarity with Rates and Fixed Income Markets
- Extensive knowledge of Swaps products - including Building/Fitting Yield Curves, Risk Calculations and Hedging
- Excellent knowledge of C++ quant libraries
- Competent knowledge of VBA within Excel and Excel add-ins
Desirable kills:
- Knowledge of IBOR Fallback
- Familiarity with Python, Pandas & Jupyter Notebooks
- Experience with test-driven development within continuous integration environments
- Use of Jira, and in particular the agile project templates
- C# and .NET framework
- Some Core Java
Please apply now for immediate consideration and further details.
Keywords: Quant Developer, C++, Quant, Fixed Income, Swaps, Interest Rate Swaps, Bonds, C++ quant library, Swaps Pricing, C#, .Net, Yield Curves, Investment Bank, Banking
Scot Lewis Associates Ltd is acting as an employment business.