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Quantitative Analyst

Premium Job From Experis IT
Recruiter: Experis IT
Listed on: 12th April
Location: City Of London
Salary/Rate: £625 - £650
Type: Contract
Start Date: 19/04/2021

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Quantitative Analyst - London Quantitative Analyst - London The work location for this role is London The duration of the contract is 8 months initially The pay rate on offer is £650/d PAYE ONLY This role is working for a British multinational banking and financial services organisation. Role DescriptionEquity Derivatives Quants (a division of Global Banking and Markets) are looking for experienced C++ developer specialising in Structured Equity Derivatives. The candidate will be expected to help work on the development of the core pricing library, its interfaces to the expanding strategic pricing and risk platforms, and migrations away from legacy implementations. They should expect to have day-to-day interactions with the trading desk, other quants, and technology teams. While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore. Occasional travel may be required. Essential Experience and KnowledgeAt least five years hands-on experience of developing C++ libraries or applications, preferably with Visual Studio 2005 and 2017At least three years working within a front-office environment or with front-office teamsAt least three years' experience of equity derivative products, their pricing, risk management and associated market and reference data, or five years within other derivatives business areasTakes a disciplined approach to software development in all stages - analysis, build, test, and support - using best practices (Design patterns, Agile/CIT, DevOps)Excellent communication skills in English (spoken and written)Ability to work as part of a team in a complex and global environmentAbility to work autonomously, take initiative, and own an entire project from inception to deploymentExperience of model developmentBuild management tooling, performance tuning tools and memory management diagnosisPrior experience of Python developmentPrior experience of developing pricing libraries on Linux