Description
My client is currently in the market for a senior quantitative developer with am expert knowledge of C# or C++ and Monte-Carlo Risk/Pricing to undertake a business critical contract at a Tier 1 Investment Bank based in London.
The role will be very business facing and provides an exceptional platform to gain exposure to cutting edge technology within a fast paced environment.
The successful quantitative developer will have experience of working with traders and quants and will be tasked with the delivery of next generation pricing and risk management tools for portfolio based analytics.
Key Requirements
- A strong academic background preferably within a Financial, Mathematical, Physics, Computer Science or Engineering discipline.
- Experience of working with mathematical models in Front Office systems
- Strong programming knowledge in either C++ or C# (other OO languages considered)