C++/Scala Developer - Risk and Pricing (Investment Bank)

London  ‐ Onsite
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Keywords

Description

Location: London

Salary: Contract up to £650/Day

Summary:

This is long term contract within one of London's top Tier 1 Investment Banks for a very strong C++ developer who also has strong commercial use and knowledge of Scala. This is an opportunity to take a lead role as a Quant-Developer, integrating the C++ analytics platform into the bank's core Scala Risk Engine. This is a role for a highly experienced C++/Scala developer who can contribute significantly to bringing model libraries together to form a single fid-wide analytics library. These libraries were originally developed by the desk-facing group so the products covered in this role range from bonds and curves to vanilla and exotic FX, IR and credit options.

Role:

This position requires expert knowledge of C++ and related libraries as well as Scala knowledge and use of agile methodologies. It's a lead development role within Risk and Pricing and therefore is a very exciting and technically challenging position. The ideal candidate will be a quant-developer and must have excellent design skills and experience with C++/JVM interop and be able to advise on the most appropriate way to make the analytics accessible to the strats who write pricing tools. In some cases, extensive refactoring of the analytics may require use of functional programming not just in Scala but also Haskell, Clojure and Erlang so candidates with a keen functional programming interest will benefit.

Requirements:

* Expert C++

* Strong knowledge of Scala or other functional programming (Haskell, Clojure, Erlang etc.)

* Experience of developing quant model libraries.

* Experience in Risk and Pricing, Derivatives and

* Experience in agile development and Greenfield delivery

* Strong communicator preferably with client facing experience

Benefits:

* Extremely competitive day rate (£650/Day)

* Challenging role with strong attachment to business performance.

* Working for one of THE Tier 1 Investment Banks in London

* Rich tech stack, Functional Programming (Scala, Clojure, Erlang, Haskell).

If you are interested in this role or have any questions, please do get in touch directly to Alex Betteridge

Start date
n.a
From
Oxford Knight
Published at
11.04.2014
Project ID:
693822
Contract type
Freelance
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