Cross Asset Front Office Quant

  • £80k - 140k per year + Bonus
  • Kreuzberg, Berlin, Stadt, Germany
  • Contract, Full time
  • GQR Global Markets
  • 26 Sep 18

A leading Buy Side Group in Germany s proactively loo king to recruit a front office modelling quant for an exotic desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.

The role:

  • Development of front office derivative pricing models
  • Ensure correct and robust implementation of the models
  • Enhancing the C++ pricing libraries
  • Working entirely in their Front Office alongside quant’s & trade specialists

Requirements:

  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++
  • Demonstrable interest in financial modeling
  • Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills