Vacancy detail

Cross Asset Quantitative Developer

Location: United Kingdom (London, City of) Type: Permanent

Cross Asset Quantitative Developer

 

London based

 

Do you love an intellectual challenge? Are you dedicated to quality design? My client are looking for someone outstanding who can:

  • Help them redesign the analytics libraries for the next generation.
  • Create high-quality, real-world code.
  • Work primarily in C++ but try your hand in other languages.
  • Challenge the existing design.
  • Work closely with other quant and IT teams across asset classes.
  • Be part of an exciting, high-profile programme within the bank.

 

You'll be working as part of a cross-asset team of quant developers based in London. In order to support the next generation of regulation the analytics will need to operate within a strategic risk management solution presently in development. You will be intimately involved in the design of the new solution, focusing on the interface to the various asset-class quant analytics libraries and working closely with the trading business and IT.

 

Requirements:

 

  • Numerate degree (computer science, mathematics, physics, engineering or similar).
  • Good algorithmic and general programming skills.
  • Some front office experience or knowledge of financial markets (derivatives would be great). Ideally an experienced C++ developer.
  • Ideally some python programming experience.
  • Ideally a further degree: MSc, PhD etc. (but don't worry if you don't).
  • Someone who loves solving problems.
  • Someone who enjoys working in a team.

Reference: AMC/AMO/JME/CAQD1. To apply for this vacancy: email John Meadowcroft

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