Vacancy detail

Senior Fixed Income Quant Developer (Startup FinTech)

Location: United Kingdom (London, City of) Type: Permanent Start date: 10/05/2017

Senior Fixed Income Quant Developer (Startup FinTech)

 

My client is an exciting Quant & Technology start-up platform provider and consultancy founded by some of the most renowned and market leading Quants and Developers in the industry. They have been rapidly growing and are looking for an exceptional Senior Core Developer to help build their next-generation trading and risk management tools.

 

This is an exciting opportunity to join a small but growing firm at an early stage and work alongside pioneers in the quant industry.  This is an opportunity to build a business and be part of something really cool at an early stage. With rapid expansion plans, joining now means you will be a key early employee, and will have a fantastic opportunity to grow career-wise with genuine transparency in your work.

 

The role will focus on working with clients on extending the platforms fixed income functionality in derivatives and securities, and help clients implement fixed income-related functionality.  The ideal candidate needs to understand modern yield curve bootstrapping but also standard short rate and term structure interest rate models and have strong Python/C++ development skills.

 

Skills required

 

  • An advanced degree in a quantitative subject such as Engineering, Software Engineering, Computer Science, Applied Mathematics, Physics.
  • Strong Python/C++ development skills.
  • Experience in implementing fixed income option pricing models
  • Understand modern yield curve bootstrapping and standard short rate and term structure interest rate models
  • Experience in developing C++ code for pricing financial products. Ability to program pricing algorithms in C++.  Ideally an understanding of risk management systems, particularly with regard to issues that are important for writing quantitative software.
  • Strong communication skills, ability to communicate effectively in both written and verbal English.

Reference: AMC/DMO1. To apply for this vacancy: email Daniel Morrison

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