Description
We have a 6-month rolling contract for a Quantitative C++ Developer to work alongside a top Tier bank's quant development team. The tasks of the team involve the development of the core quant analytics pricing library and safeguard the quality of the Quant Library to make sure it is and stays properly designed. You are expected to adapt the library to the evolving regulatory environment. Furthermore, the developer will be responsible for building multi-yield curves and integrating the changes related to interest rate swaps.
To be considered you must have experience as a Quant Developer using C++ with demonstrated experience working with quant libraries. A strong mathematical background, preferably MSc or PhD in financial mathematics, mathematics or physics is also required. Knowledge of LIBOR transition process and/or Fixed Income, interest rate swaps would be a bonus.
You will have a passion for well-designed architectures and code. In addition to the above, the candidate will have very strong communication skills and team spirit, envy sharing knowledge, and coaching others in a mutually respectful way.
You will find yourself as the key player within the team driving the development of the quant analytics library of a Top Tier bank forward. This will be an initial six-month contract with a possibility of extension.
For more information, please contact Michael Johnson of Hurren and Hope via (see below).