Quant Developer C++

Quant Capital
London, UK
1 day ago
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Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours

Tech stack

Java (Programming Language) Algorithm Design ASP.NET MVC Framework C Sharp (Programming Language) C++ (Programming Language) Python (Programming Language) MongoDB Object-Oriented Software Development Systems Development Life Cycle Backtesting Software Deployment SQL Databases
+1 more
Information Technology

Job description

development experience and knowledge of derivative pricing models for both vanilla and exotic derivatives. Day to Day Quant Developers will: * Design, development and maintenance of several proprietary analytics libraries that drive valuation engines across multiple applications. * Implementation of financial models that range from the simplest models to the more sophisticated analytics methods, according to business requirements. * All phases of system development including algorithm design, back testing, integration with other applications and production deployment. This role requires solid experience with C++ as well as Java and C# programming, as it involves development of interfaces to the core C++ analytical library. Quant Developers Must Have: Degree ideally Masters preferred in Mathematics, Physics, Engineering, Computer Science, Finance or a related discipline Experience in C++ development tools and high-level object-oriented programming. Experience in Java, C# or Python will

Requirements

also be considered valuable. Experience with a cross section of derivative products including foreign exchange, interest rate, credit and equity derivatives. Experience in fixed-income analytics (mortgage, bonds, …) will be a plus but not the only determinant. My client is based in London this role will be remote 4 days a week. Get: Mongo, Quant, Pricing Derivatives, Consultancy C++ Quant Analyst Investment Bank, Hedge Fund Modelling, ASP.NET MVC, SQL

About the company

Quant Developer C++ Remote Quant Capital is urgently looking for a Python Engineer to work for our high profile investment management vendor. Our client is a well known global wealth management HFT software business. They provide valuations and pricing of derivatives to most of the buy side. The environment is that of Facebook or Google, relaxed open with time to think and make the right decisions. The atmosphere is calm and relaxed with an open dress code. This is a role for techies, those who are motivated by the sharp end of technology and the possibility of making serious money doing something you are passionate about. This role will involve the design and development of OTC valuation models and work closely with the development team to integrate these analytics within the main valuation infrastructure for a broad range of OTC derivatives products across equity, credit, interest rate, commodities and foreign exchange markets. This is an opportunity for a quantitative developer with

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