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Contract
London
Quantitative / Algorithmic
£650 p/day
ZK8389

C++ Quantitative Developer - Credit (Fixed Income)

Quantitative Developer required to join a leading investment banks Global Markets Quantitative Division.

As a Quantitative Developer, you will play an integral part in the build out of a brand-new architecture to streamline the pricing, risk and P&L chain for derivatives products for Credit, Fixed Income.

You will play a key part in the re-engineering of this platform, adapting the Credit library, extending the capacity of the engine, generating stress tests and complex market scenarios.

This role will require very strong knowledge of C++ and risk and P&L Explain for Fixed Income products.


Required skills:

  • Extensive experience working with C++ (object-oriented programming)
  • Strong knowledge of derivatives products
  • Experience working with large scale quant libraries
  • Ability to bring new ideas to the table
  • Good interpersonal skills
  • Strong communicator
  • Flexible, hands-on individual with a willingness to make things happen


Note that this is a long-term opportunity, there will be an opportunity to work on the migration and validation further down the line once this initial project has been delivered.

Our consultants individually take responsibility for each of the unique financial sectors in which we operate. It's our belief that by focusing people on specific business areas and niche technologies, they are able to become experts, embedded within the sector communities - with the ability to become authentic specialists. You are more than data and keywords on a CV, and our recruiters are more than job spec translators.

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