Description
My client is a highly regarded investment bank with a global reach, who are looking to take on an experienced C++ Quantitative developer for their industry renowned technology team. My client is looking to take on a strong developer to support team expansion.This position is currently a 60:40 analytics:development split, but will shift to a 50:50 split after the New Year. This is a fantastic opportunity for a candidate with a strong quantitative background (Masters or PhD) to take an active part in the development and implementation of cutting edge models, applications and VaR methodologies within the QA library.
Responsibilities for the C++ Quantitative Developer - VaR - Tier One Investment Bank - London:
Take an active part in the development and maintenance of VaR-type models
Day to day activities include: theoretical modelling, empirical-testing and statistical analysis of relevant market data
The Person C++ Quantitative Developer - VaR - Tier One Investment Bank - London:
Expertise in C++ programming
Windows
MSc or PhD in a quantitative subject (Physics, Engineering, Mathematics, Finance, Statistics, etc)
Desirable: Knowledge of VaR
My client has already started interviewing for this position, and is looking to take on a strong candidate to start in the new year.
If this position is of interest to you, please send your Resume to:
Kavi KumarStart Date: January 2012
Duration: 6 month Contract (to Permanent)
Rate: Circa £750 per Day