Quant Developer – C++

Our client is a well-known Fund Administrator and Execution Business. This role sits in Quant pricing team who specialise in cross asset portfolio valuation.

This is a small team growing significantly; they have grown 100% so far this year.

This role will give you massive exposure to various asset classes as well as models, and the ability to run pricing and valuation from day 1. You should be looking to learn from people who enjoy passing on their knowledge. Their office is state of the art with an atmosphere of bright sharp developers and traders. This is a young platform so all libraries are currently in the Greenfield stage offering the ability for you to get involved in serious projects rather than support.

The role will involve both Exotic and Vanilla pricing through fixed income, equities and FX. You will gain experience implementing cross asset financial models across whole portfolios. The main pricing library is written in C++ but both Windows and Linux platforms are used. The Quant Developer will be responsible for platforms development as well as Algorithm design and back testing.

In exchange we offer a bonus usually at 40%

Quant Analysts MUST have:

• PhD In Maths or Stats from Top Tier University (top 20 UK)
• 1 years commercial experience
• Experience of OO programming C++
• Windows and Unix experience
• Experience in either Fixed income or Equity pricing (we will consider juniors)
• Volatility modelling
• Derivatives experience
• Strong communication (internal)
• Matlab or R

This is an outstanding opportunity to join a growing trading business at a time of significant and interesting growth within the sector. You will gain massive exposure to the cross asset pricing environment as well as learning data flows and serious financial modelling. This is a UNIQUE opportunity to be in a small team with responsibility from day 1.

My client is based in London

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