Front Office C++ Developer- Derivative- Quants

  • GBP700 - GBP800 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Randstad Financial & Professional
  • 16 Nov 17 2017-11-16

Front Office C++ Developer- Derivative- Quants

Front Office C++ Developer- Derivative- Quants

Responsibilities

The Front Office Equity & Commodities Derivative Quant team provides quantitative support for traders and structurers. One of the team's main responsibilities is to develop models to price and hedge the derivative positions taken by the trading desks. These models are also used by risk management to monitor the market risk of the trading books.

You will:
-Extend and develop the API's of the Equity derivatives pricing library to integrate functionality into the various IPA components (Derived Market Data, Trade Store, Engine, Risk Module);
-Develop features in IPA FRTB, EOD and risk reporting.

Essential skills:

-Experience with the design and implementation of API's, creating test platforms and optimising calculation architecture;
-Sophis Risque Toolkit experience is a plus;
-Strong knowledge and experience with C++ (knowledge of Java is a plus);
-Experience with high-performance computing is a plus;

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003