Core Quant Developer

  • £75k - 140k per year + Bonus
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • GQR Global Markets
  • 29 juin 18 2018-06-29

A leading Investment Bank in London is proactively looking to recruit a front office quant core analytics developer. They are looking for someone to have strong computational ability including experience in migrating and integration of quant libraries.

The role:

  • Defining and implementing the Strat solutions across the cross asset business to automate effective business processes
  • Working closely with multiple business functions including Product Development, Sales,
  • Improve the automation of all Profit and Loss (PnL) processes and existing risk processes
  • and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
  • Automate computation (reserves, Independent Price Verification (IPV)), aged inventory report, and creation of databases to support modeling and hedging algorithms
Requirements:
  • Experience working with core analytics libraries/quant libraries
  • Understanding of full development nature including quantitative skills
  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Big Systems experience
  • Tradable Instruments experience