- GBP600 - GBP700 per day
- London, England, United Kingdom
- Contract, Full time
- Morgan McKinley
- 06 Nov 17 2017-11-06
My client, a Tier 1 Bank are looking to grow Their Quant Development team. The candidate will work in the Front Office Quantitative Research team and will develop within the production in-house quant library code base in C++
The candidate will work in the Front Office Quantitative Research team and will develop within the production in-house quant library code base in C++
You will need exceptional C++ skills with over 7 years experience working as a quantitative analyst within a large quant library for a major financial institution.
You should have strong product knowledge in at least one asset class, with extensive experience working within an object oriented code base for the creation of market data objects, instruments and pricing engines, interacting with pricing models for both pricing and calculation of risk reports. Ideally with experience delivering pricing analytics within an in-house FO application.
The ideal candidate has a degree in a quantitative subject: maths, physics, engineering, statistics etc.
A post-graduate education level (PhD or equivalent) is desirable.
Morgan McKinley is acting as an Employment Business in relation to this vacancy.
Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.