C++ QUANT DEVELOPER CUDA

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QUANT DEVELOPER - C++, C#, OOP, CUDA

QUANT, C#, C++, OOP, FIXED INCOME, EXOTICS, CUDA, STOCHASTIC, CALCULOUS, FX, INTEREST RATES, CREDIT DERIVATIVES, PRICING AND RISK, DESIGN, GREENFIELD, LATENCY REDUCTION, TRADING, FRONT END, ARCHITECT.

A leading Investment bank based in London is looking to appoint a Quant Developer to be a part of the re-engineering, architecture and Development of a new, unique interface used to access Quant libraries.

The successful candidate will be participating in this exciting, major multi-faced re-engineering project. Giving you the chance to work within one of the leading Quant teams in the field.

You will be responsible for:

* The Harmonization of Front-to-finance chain across Global markets.

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* Architecting and Developing a new streamline Pricing and Risk, Profit and loss chain.

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* Working on large scale libraries across different profiles (Quants, IT etc.)

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* Interacting with the Quantitative research team.

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* Designing and Developing new design patterns in Clean and ordered code, with a focus on industrialization.

The successful candidate will need to have:

* Experience of C# and C++ and ADA/CUDA - (Beneficial)

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* A Tier 1 academic background.

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* Strong knowledge of Stochastic Calculous and or Term Structure Modelling.

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* Strong innovative qualities with a "start-up" mentality.

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* Outstanding implementation skills in OOP language - backed up by significant programming experience.

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* Active interests in the Design, Architecture and Development of complex Systems.

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* Excellent Knowledge of Derivatives products/ Front office/ Exotics.

If you are a flexible, hands-on individual with the willingness to make things happen then please don't hesitate to apply!

To find out more about Huxley, please visit www.huxley.com