Vacancy detail

C++ Quant Analyst

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

C++ Quant Analyst

 

Our client is looking to hire a Quant Analyst. This team is responsible for developing the core C++ library of common components underlying the pricing libraries of all asset classes. Initially covering, primarily, numerical components, it will expand to encompass a wide range of common functionality.

 

Responsibilities include:

 

  • Developing C++ library and integration/liaison with asset groups
  • Development of high-performance numerical library components
  • Performance tuning of library
  • Consultancy on high-performance computing, optimisation and strategy
  • Promotion and implementation of quality development environment

 

Skills:

 

The ideal candidate will be a very strong C++ programmer with a keen attention to performance, detail and quality. In addition, skills in the following will be an advantage:

  • Computational Mathematics
  • High-performance computing (OpenMP, CUDA, threads) and optimisation
  • C++11
  • Python
  • Linux

It is expected you will hold a higher degree in a numerate subject, e.g., a PhD in physics, maths, engineering, bioinformatics etc.

Reference: AMC*JM*QA. To apply for this vacancy: email John Meadowcroft

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