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.
- 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
- 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