Location: United Kingdom (London – London) Type: Permanent
Quant Developer - C++/Java - AVP/VP level
Our client are looking for an experienced Quantitative Developer to join the team in London. The team develops and maintains the library that underpins their commitments to this initiative. This is a Global Markets-wide project to re-engineer the systems that use the division's Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries. It is a core part of the firm's strategic commitment to improve risk and controls within Global Markets.
The members of the team are responsible for defining and implementing the standard interface, and supporting the associated language bindings.
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.