Vacancy detail

Core Analytics Development Quantitative Research – Assoc level

Location: United Kingdom (London, City of) Type: Permanent Start date: 14/09/2017

 

London based

 

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

  •  A postgraduate degree (preferably PhD) in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance.
  •  Excellent software and algorithm design and development skills, particularly in C++.
  • Outstanding problem solving skills.
  • Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed knowledge can be picked up if required.

Preferred qualifications

  • Experience in parallel programming, e.g. TBB, OpenMP, CUDA or OpenCL.
  • Python, Java, Perl and web programming skills.
  • Previous work experience as a software developer or a quant.

 

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

Selected vacancies

Anson McCade executive search, London

Backend Engineer (Go/Golang/Ru...

United Kingdom (London, City of)
Type: Contract
£500–600
More

Anson McCade executive search, London

Business Analyst (Digital/Fina...

United Kingdom (London, City of)
Type: Permanent
£40,000–50,000
More

Anson McCade executive search, London

Rates E-Trading Strat – Asso...

United States
Type: Permanent

More

Anson McCade executive search, London

Data Scientist (R, Python, SQL...

United Kingdom (London, City of)
Type: Permanent
£50,000–65,000
More

Anson McCade executive search, London

End-User Computing Architect (...

United Kingdom (Birmingham)
Type: Permanent
£75,000–90,000
More

Anson McCade executive search, London

Rates E-Trading Strat – Asso...

United Kingdom (London, City of)
Type: Permanent

More

Anson McCade executive search, London

Senior Strategic Designer (qua...

United Kingdom (London, City of)
Type: Permanent
£65,000–80,000
More

Anson McCade executive search, London

Senior Finance Specialist / Se...

United Kingdom (London, City of)
Type: Permanent
£105,000–130,000
More

Search all vacancies

We provide high-end, niche recruitment services within specific technical and business sectors on a contingency or search basis.