C++ Quant Developer - Python Fixed Income Pricing Risk - Investment Bank

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C++ Quant Developer - Python Fixed Income Pricing Risk - Investment Bank

C++ Quant Developer to work on a Front Office trading platform ideally with are C++, fixed-income product knowledge, python, quant/pricing/risk experience

Role:

The role is to participate in the development of a new platform within the Global Markets Quantitative Research team.

The job covers the following tasks:

                                                             Develop/test trade description (serialization/deserialization), pricing, risk, margining engines

                                                             Develop/test interface between the new Back End engine and the client web interface

                                                             Ensure the final product works within the time specification requested from the client

This is a unique opportunity to work on a major project mixing advanced model analytics and cutting edge technologies. Knowledge of interest rate derivatives is a plus but not a prerequisite; extensive coding experience and skills are much more important. Moreover, training on financial products will be done with the quant team.

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