C++ Developer (Quant Analytics)
Results orientated C++ Developer with a strong mathematical/ analytical mind to work in a highly pressurized and demanding business area of a Top Tier Investment Bank.
The roles fundamentals include the development of an analytics library providing support to the Front Office in both pricing and risk.
Duties shall include:
- Working as a team to optimize and re-engineer the Quant Analytics library
- Developing the new yield curve, bond and linear product analytics
- Some support of the existing environment.
Personal Fit:
- Strong Educational background – mathematics, sciences and engineering
Experience:
- Essential
- Having worked on large scale C++ Libraries
- Working with numerical methods
- Optimization and refactoring complex libraries
- Preferred:
- Quant Development
- VB/ VBA
- Some Fixed Income business knowledge – financial derivative products
- Build Systems and Scripting (Perl, Python, Bash etc)
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