FX Quant Developer - AVP/VP level
This role is focused on the Quant Development side of the FX Options Quant Team. This is a Front Office role based on the trading floor and involves liaising with traders and IT teams on the regular basis. The quant library is used for pricing and risk calculation of every FX options traded and runs on large grids as well as trader's Excel sheets. They are enhancing the team on the wake of upcoming development projects.
This role has been created in the wake of a strategic project to unite all Quant libraries behind a single interface that would be used by every IT systems across the firm. Majority of the work will involve implementing multiple interfaces and functionalities using the new interface i.e. front office risks, FRTB scenarios etc. The candidate will work on a variety of projects, designing and implementing code primarily in C++. The work done by the candidate will pave the path of how future IT systems will use the Quant library across the firm.
You will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.
Qualifications and Competencies:
Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis. Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.
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Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.