Quant Developer - C++ and OCaml

  • £80,000 - £150,000
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Oxford Knight
  • 19 sept. 17

The chance to work as a Quant Developer for this world leading financial organization in their most challenging, analytical and technically innovative team.

 

Role:

My client covers the full range of asset classes and instruments from the simplest sub-millisecond valuation to complex structures that can take hours to simulate and price. On a technical level this requires solving hard computer science problems that require expertise and collaboration to overcome.

 

The backend uses variety of models from simple close-form formula, through stochastic PDE to Monte Carlo Simulation in order to provide high quality numbers.

 

Tech: they use C++ for backend, OCaml to represent financial algebra and Python for testing and prototyping. They are advancing towards containers, micro-services and modular offline development.

 

The team are very passionate about researching development fields like machine learning, big data solutions and cloud computing.

 

Requirements:

 

*Bachelors degree in Computer Science / Maths / Physics or related subject from a world-leading institution.

*Exceptional OO Programming skills, data structures and algortihms.

*2+ years programming experience in ANY industry - they are hiring for technologists so finance experience is not required.

 

Perks:

*Market leading base salary + bonus

*Stunning offices in central London

*Top benefits – pension, health, fitness, life insurance, cycle to work, childcare etc etc

 

If you feel you are a match - please get in touch:

ed@oxfordknight.co.uk

 

Key words: C++, Quant Developer, OCaml, Functional Programming, FP, Monte Carlo, Low Latency