Description
Quant System DeveloperLondon, UK
2-3 Days onsite in London office each week, Remote for now
Inside IR35
6 month contract
£600-£650
You will sit within the Quant Trading/Risk investment team within a very large global company in the banking industry.
The Job:
- The successful candidate will have experience with working on quant libraries for a major financial institution
- Familiarity with rates and Fixed Income markets and products such as swaps/Xccy swaps/bonds and options
- Familiarity with multi-yield curve construction
- Experience in implementing IT solutions and tools for derivatives
- Prior experience of IBOR reform/Fallback and curve enhancements
Have you:
- Very strong C++ coding experience
- Excellent understanding of swap curve building and numerical analysis
- Excellent understanding of numerical algorithms including multidimensional solvers and minimizers
- Familiarity with C+ and C+ coding standards
- Familiarity with Windows and Linux compilers
- Familiarity with Python, Pandas & Jupyter Notebooks
- Familiarity with Java
- Good team player and eager to learn and self develop
- MSc. in a STEM subject with a strong mathematical emphasis
This is a great opportunity to join a fast-paced environment and be part of an exciting journey and in return you will have the opportunity to develop and further expand your skills. This is potentially a long term opportunity for the right candidate