Quantitative Developer - C++, Rates Curves

  • to $160 per hour
  • New York, NY, États-Unis New York NY US
  • Intérim, Plein-temps
  • Digital Capital Markets Limited
  • 17 mai 18 2018-05-17

C++ Quant Developer required for short term rates team.

Rates team of this leading Investment Bank is looking to recruit a C++ quant developer. You will join a small team responsible for constructing short term rates curves. This role would suit a quant looking to do more coding, or a highly skilled technologist with excellent analytical and business skills wanting to step closer to quantitative based work. 

Technically you will have excellent C++ development skills. Knowledge of ZeroMQ messaging library, C#  and Excel would prove advantageous.

You must have a strong academic profile and excellent analytical skills.

You must possess good front office business knowledge, ideally of rates products and have experience of curve building.