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:

o Experience in derivatives pricing or risk (market or counterparty credit)

o Understanding of statistics

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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