Quantitative

London  ‐ Onsite
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Keywords

Databases Asset C++

Description

Quantitative Developer / Investment Bank / Contract / London / £700 - £800 per day

My client, a top tier investment bank, is looking for an experienced C++ Quant Developer to join their expanding front office Credit Quants team.

What the role will entail:

The successful candidate will work in the front office Credit Quants team within the Markets Quantitative Research Group and will develop within the production in-house quant library in C++. The candidate will work together with the quants, within the same code base, and will have continuous interaction with the rest of the quant team. The candidate will work on a major analytics development project to expand the in-house pricing and risk management capabilities for the credit trading desk to structured credit products and further enhance our existing flow credit analytics, including asset backed securities.

The candidate must possess:
  • Exceptional C++ skills.
  • 7+ years experience working as a quantitative developer within a large quant library.
  • Good products knowledge of Fixed Income, Rates and Credit Products.
  • Knowledge of structured credit products is desirable, as well as the understanding of commonly used bond procing and structured credit models.
  • Experience with asset back securities models and INTEX.
  • Be a team player
  • Skills to be able to product tactical desk tools in Excel, using quant pricing models and interfacing with market data repositories, trade capturing systems and risk report databases.
  • A degree in quantitative or engineering or information technology subject.


The candidate must be able to work in a highly dynamic environment with demanding users. The successful candidate will gain excellent exposure to the business area and products as well as the opportunity to work in a technically challenging, delivery focused environment.

They're offering 6 month rolling contract and they're looking at taking someone on in the next 1-4 weeks time. If you're interested then please email me your up to date CV.

Quantitative Developer / Investment Bank / Contract / London / £700 - £800 per day
Start date
03/2015
Duration
6months+
(extension possible)
From
Real Staffing
Published at
05.03.2015
Project ID:
862306
Contract type
Freelance
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