Great opportunity to join a very strong cross asset core analytics team with a tier 1 bank.

Core Quant Dev Analytics - C++ - VP/ED level

London based

Our client spends more than $9 billion a year to be at the forefront of technological innovation. Leveraging petascale compute clusters, they develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and hedge financial transactions ranging from vanilla flow products to high- and low-frequency trading algorithms.

They are looking for a new member to join a core Quant team focusing specifically on high performance computing.

Responsibilities:

Developing in a C++/CUDA/Python software library that prices derivatives and calculates risks;
Focus is on efficient algorithms, vectorization and parallelization, compilers, architecture of cross-asset pricing engines, core library frameworks and continuous integration infrastructure;
Optimization of the code for specific hardware, from today's production staples to future disruptive innovations;
Support of end users of the library and communicating with desk-aligned quant teams and technology groups.

Requirements:

A postgraduate degree (preferably PhD), or equivalent, in a quantitative field, e.g. computer science, mathematics, engineering, physics, or finance;
Excellent software and algorithm design and development skills, particularly in C++
Outstanding problem solving skills;
Basic understanding of numerical methods, probability and foundations of quantitative finance to ensure that detailed model knowledge can be picked up if required.

Preferred: