Quant Developer - Fixed Income Front Office Quant Developer - Fixed Income Front Office …

Fourier Ltd
in London, United Kingdom
Contract, Full time
Last application, 12 Oct 21
£750.00
Fourier Ltd
in London, United Kingdom
Contract, Full time
Last application, 12 Oct 21
£750.00
Posted by:
Sam Wescott • Recruiter
Fourier Ltd
Posted by:
Sam Wescott
Recruiter
C++, Quant Developer, Fixed Income, Interest Rates, Curve Building, Curve Calibration, Curve Fitting, Curve Construction, Quant Library, STL, Boost, Java, Python, Excel VBA, Bond Pricing, Cross Currency, Libor

A front office fixed income trading team are looking for an experienced and highly technical quant developer with experience building analytics in C++. The initial focus of the role will be on curve fitting and calibration. Previous experience with cross currency curves, swap curve fitting, Libor fallback curves etc. would be highly advantageous. Additionally there is a large analytics library written in C++ that needs improvement and ad-hoc support of the traders themselves.

Key Skills

  • C++, STL, Boost
  • Fixed Income, Interest Rates
  • Quant Library Development
  • Curve Fitting, Curve Calibration
  • Java, Python, VBA
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