Description
Quant Analyst/Quant Developer - C++, Investment Bank
My client is a leading investment bank based in London; they are looking for a contract Quant Analyst/Developer to join their team. The Quant Analyst must be experienced in C++, have a good understanding of the C++ quant libraries and curve construction and have an excellent understanding of Fixed Income/Rates products.
Key skills:
- Experience as a Quant Analyst/Quant Developer
- Very strong C++ coding experience
- Excellent knowledge of C++ quant libraries
- Experience working with/on Fixed Income desks within an Investment Bank
- Extensive knowledge of Rates products - including building Yield Curves
- Familiarity with multi-yield curve construction
- Excellent understanding of swap curve building
Please apply now for immediate consideration and further details.
Keywords: Quant Analyst, Quant Developer, Quant, C++, C++ quant libraries, Fixed Income, Rates, Yield Curves, Investment Bank, Investment Banking.
Scot Lewis Associates Ltd is acting as an employment business.