Engineering

Quant Developer C++,

  • Location

    London

  • Sector:

    Research & Development

  • Job type:

    Permanent

  • Salary:

    £50000 - £120000 per annum + 20% Bonus

  • Contact:

    Jordan Pyatt

  • Contact email:

    j.pyatt@ioassociates.co.uk

  • Job ref:

    BBBH56762_1612453795

  • Startdate:

    ASAP

Quantitative Developer / Quantitative Analyst C++

Location: London

Salary: up to £120,000 (DOE) & up to 20% bonus

Duration: Permanent

This is an excellent opportunity to gain some experience working with a large global bank to accelerate your career.

Our client is a top-ranked provider of high-end research and analytics services to some of the world's leading commercial and investment banks, corporations, private equity firms, financial consulting firms and insurance companies.

Their analyses, insights and solutions help lenders, borrowers, issuers, investors, regulators and intermediaries make sound decisions. They help their clients manage and mitigate risks, take pricing and valuation decisions, reduce time to market, generate more revenue and enhance returns.

The role will require working closely with the model development team of a large global bank. This will include supporting the development of tools to create CCR models for CVA, XVA calculations as well as all other infrastructure components.

Our client is considering a range of experience levels from junior to senior.

Experience

  • Strong experience using C++/C++11
  • Solid experience of C++ concepts like templates and C++ 11 standard Library
  • Excellent knowledge of Pricing concepts.
  • Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
  • 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with front office or market risk focus;
  • exceptional C++, with strong capacity of abstraction and design skills;
  • strong knowledge of atleast one asset class
  • strong analytical and numerical skills, with desirable skills in statistical techniques used in the computation of VaR, expected shortfall etc.
  • fast learner who can quickly become autonomous and take projects forward;
  • dynamic attitude with an ability to easily switch from one project to the other as priorities might change along the way;
  • strong attention to detail as accuracy is of the essence in such a role
  • Strong written and verbal communication skills and ability to work in a team
  • Proficient in code versioning tools such as GIT, SVN etc.
  • Strong written and verbal communication skills and ability to work in a team
  • At least 8 years of development experience using C++/C++11
  • Strong Experience in network programming, multithreading/multiprocessing low latency development
  • Solid experience of C++ concepts like templates and C++ 11 standard Library
  • Proficient in code versioning tools such as GIT, SVN etc.

Please apply for immediate consideration or contact - Jordan Pyatt on 07713990304

.