09 Mar Quant/Developer
Through continued growth of the Interest Rates business here in London,
we have an opportunity for a well educated C++ expert to join
the front office quantitative desk in a role which will give
immense exposure to risk, trading and analytics.
You will sit on a desk alongside highly experienced quants,
technologists and traders and take responsibility for code
refactoring of the existing pricing library as well as
the design and implementation of a new C++ library.
You will have the opportunity to work on various models such as
Black-Scholes and Monte Carlo,
using your excellence in multi-threaded C++ programming to
price futures and options and optimizing cutting edge code.
The role is positioned on the trading floor and you will be
expected to grasp concepts quickly from day one.
The Snr Quant Developer will require the following skill set:
– Top PhD degree (Computer Science, Physics, Financial Engineering),
-Strong C++ programming,
-Excellent communication skills and the ability to express complicated theories,
-Outgoing and motivated.
-minimum 3years + experience
Responsibilities for PhD Computer Science/Physics Quant:
-Work on the trading floor alongside quant analysts, traders and technologists,
-Design, develop and implement advanced pricing library,
This is an excellent opportunity for a senior quant developer
looking to have more responsibilities and be part of a growing
successful team. The role will offer the C++ developer the
unique opportunity to pursue their excellence and experience in
both mathematics and computing. The team has a global presence
and offers a fast paced, intense environment thus the position
is ideally suited to a top C++ programmer who is quick thinking
, motivated and able to thrive of pressure and excel. As a top
front office business, compensation, bonus and benefits will be
extremely rewarding and the opportunity In itself will give the
C++ developer a great chance to build a career from themselves
in the competitive quantitative development space.