Description
Quant Developer / Contract / London / £650-£850pdMy client a top teir investment bank based in central London is looking for a Quant Developer with experience with Fixed Income, to be based in their Central London office.
The candidate will work in the front office Credit Quants team within the Rates & Credit 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 implement in-house pricing and risk management capabilities for the credit trading desk, across bonds and credit derivative products.
The successful candidate has exceptional C++ skills and has 7y+ experience working as a quantitative developer within a large quant library within a major financial institution. The candidate has good product knowledge of fixed income, rates and credit products and curves. Knowledge of structured credit products is desirable, as well the understanding of commonly used bond pricing and structured credit models. The candidate is able to work with rigour, following robust software engineering processes, including working with version control systems and comprehensive automated regression testing frameworks. The candidate is also able to produce tactical desk tools in Excel, using quant pricing models and interfacing with market data repositories, trade capturing systems and risk report databases.
The candidate has knowledge and experience writing objected oriented code for the creation of market data objects, instruments and pricing engines interacting with pricing models for both pricing and calculation of risk reports.
The ideal candidate has a degree in a quantitative or engineering or information technology subject.
The candidate has the following experience and skills set:
* 7y+ experience working as quantitative developer in a large quant library within a major financial institutions;
* Exceptional C++;
* Strong knowledge of fixed income and credit products;
* Experience writing quant dev pricing code within a quant library
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.
Quant Developer / Contract / London / £650-£850pd