VP/Dir. Equities Quant Developer - Greenfield Project - Tier1 investment bank

  • £120k - 160k per year + discretionary bonus
  • London, England, United Kingdom London England GB
  • Permanent, Full time
  • GQR Global Markets
  • 17 Apr 18 2018-04-17

A leading investment bank in London is looking to hire an experiened quantitative developer to join their best in class equity derivatives desk. The group are in process of redesigning their current delta one platform with a new swaps offering. This will be a hand's on role, suited to an experienced quant who enjoys the challenge of redesiging, refactoring and innovating on a new platform as part of an already award winning equities bank.

A leading investment bank in London is looking to hire an experiened quantitative developer to join their best in class equity derivatives desk. The group are in process of redesigning their current delta one platform with a new swaps offering. This will be a hand's on role, suited to an experienced quant who enjoys the challenge of redesiging, refactoring and innovating on a new platform as part of an already award winning equities bank.

Job specifications:

  • Helping to design, develop & roll-out a new equity swaps platform
  • Working in C++, contributing to a large global system
  • Taking ownership of various development projects 
  • Bridging the gap between quant - technology - trading businsses

Requirements;

  • PhD/MSc from recognized top University specialising in an Engineering or Computer Science focused subject
  • Experience with equity products highly preferred
  • Experince with delta one, ETF, swaps products advantageous 
  • Minimum VP level - 6 years' experience within a professional banking/finance/Technology environment
  • Strong C++ skills
  • Good communication skills, capable of working with multiple teams within the bank
  • Enthusiastic about coding and contributing to large, global projects

Key words:

Quantitative analyst, Quant developer, quantitative developer, core strat, library quant, quantitative research, analytics library, pricing library, delta one, ETF, exchange traded futures, system migration, library development, refactoring, swaptions, core strategist