Quant Developer – (C++, Mathematics, Derivatives,)

A tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional C++ quant developer, with a passion for problem…A tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional C++ quant developer, with a passion for problem solving and instant recognition to join their rapidly developing FX quant team. This highly numerate role is position in one of the world`s leading quants team, physically sitting directly next to an MD in global quant development (reporting directly to him). You will need to be an excellent developer and be able to come up with practical solutions in C++ in a rapid environment.

Quant Developer – (C++, Mathematics, Derivatives, Pricing Codes) role :

  • An excellent C++ focused computer science/mathematical background.
  • Experience working within Pricing Codes and Derivatives.
  • Broad technology skills, and the ability to learn new team specific skills very quickly.

Quant Developer – (C++, Mathematics, Derivatives, Pricing Codes) role :

  • Work independently and as part of the Core team to architect, model and implement or re-engineer C++ programming solutions with firm-wide potential, but with a particular focus on their pricing codes and derivatives options theories.
  • Developing, expanding and adding-on to exisitng analytic libraries.
  • Work with traders, quants and senior management on requirement gathering, customization, extension and deployment of these solutions for their specific needs.

Quant Developer – (C++, Mathematics, Derivatives, Pricing Codes) :

-The ability to identify and fix problems quickly in a fast paced, exciting environment pricing codes environment.

-You will begin working with the current position holder, to learn directly from previous incumbent for short period.

-Ability to act as a conduit between the business and developers.

  • Instant implementation of your work, with immediate and visible results and instant feedback.

Key words: Quant Developer, C++, Mathematics, Derivatives, Pricing Codes

Primarily, exceptional C++ with deep product knowledge within bonds and a self confident ambitious personality are most important to the client. This position provides a great opportunity to learn finance and requires a strong desire to work in a collaborative, fast paced, high pressure environment on a large existing codebase which is still growing.

To apply for the C++ Quant Developer role please apply with an up to date word formatted version of your CV to contracts@selbyjennings.com or call 02070194125.

Industry Finance

Location London

Start Date ASAP

Duration of Contract 6 Months

Salary/Daily Rate circa GBP650 per day

Agency Selby Jennings

Telephone 0207 019 4125

E-mail contracts@selbyjennings.com

Reference JSBC87

Type: Contract/temp

Location: London

Category: Development Jobs

Apply Email: contracts@selbyjennings.com