C++ New Curve Developer recruitment
C++ Developer, New Curve Development, London, Investment Bank. My client, a Tier 1 Investment Bank in London have a live opening for an AVP level C++ developer to work in their new curve development team.
the team provide a pricing tool to over 5000 users across the bank globally. The tool is a cross-asset Excel Add-in for Loading, Creating, Manipulating, Publishing and Analysing market Data - pricing Bonds, Swaps, Interest Rate Options and Inflation.
The job will be to develop and support the banks primary front office excel analytic addin, developed in C++/C# and VBA.
The successful candidate will be expected to work within the IR Linear/VanOps area of the business, especially the trading desk and the quant team ensuring that the toolkit continues to fulfil the needs of the users around New Curves and VanOps pricing.
Skills required - development experience from a C++ background on Windows and a solid understanding of Pricing, either IR products or other business areas.
Although this is a technical role, business knowledge is a key aspect to this hire.