Location: United Kingdom (London, City of) Type: Permanent Start date: 14/09/2017
My client is looking for a new member to join the core Quant team focusing on high performance computing.
Leveraging petascale compute clusters, they develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.
As a Quant Researcher in this team, you will be working on a C++/CUDA/Python software library that prices derivatives and calculates risks. Your focus will be on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure. You will be optimizing the code for specific hardware, from today’s production staples to future disruptive innovations. You will also be supporting end users of the library and communicating with desk aligned quant teams and technology groups.
Essential skills and qualifications
If you are interested in this position and would like to know more please send your CV to: Sumaiyah.Patel@AnsonMcCade.com
Reference: AMC/CAD567. To apply for this vacancy: email Sumaiyah Patel