C++ developer; pricing, derivatives recruitment
For this tier 1 investment bank we are looking for a quantitative C++ developer to work within several Basel III projects
Skills required are:
- Proficiency in C++ (mathematical development and good code design)
- Combined with at least one of (both would be an advantage):
o Experience in derivatives pricing or risk (market or counterparty credit)
o Understanding of statistics
- Knowledge of counterparty risk or exposure calculations will be an advantage but not a determining factor for good candidates
An ability to work independently, be up and running quickly and work to tight deadlines while maintaining a high quality in the deliverables is essential.
The successful candidate would join a team ~20 strong inside the Quant Analytics Group, giving them the opportunity to extend their skill set in several directions. Another advantage of the positions is the exposure to the Basel III environment and regulations.
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July 2, 2012
• Tags: C++ developer; pricing, Derivatives recruitment, Information Technology careers in the UK • Posted in: Financial