C++ / Python Quant developer

C++ Quantitative Developer

Investment Banking: C++ Quantitative Developer – C++, Python, C#, R, Matlab, VBA, Excel, .Net

Education required:

PhD in Quantitative Discipline (Statistics, Physics or bioengineering) combined with a minimum of 2 years industry experience in quantitative finance

OR

MSc in Financial mathematics/physics combined with 5 years + of experience in quantitative finance.

Essential:
Excellence with C++ and/or Python
Modelling
Strong interpersonal skills
Solid aptitude

Preferred:
VBA
Excel
.Net
Statistical / behavioural Modelling

A Quantitative analyst / Developer is required to join one of our leading, top tier investment banking clients. The team is responsible for the delivery of robust behavioural models as well as the on-going assessment of existing models for predicting asset and liability behaviour across all asset classes. Strong interpersonal skills are essential coupled with the ability to understand and assess how model development is driven by its intended use from the business. These models are key components in determining funding strategies across the bank.

Experience developing models outside of financial mathematics may be beneficial.

If interested, please send your CV to Billy.McDonald@hays.com for a call back and an opportunity to discuss the role in more detail.

November 3, 2014 • Tags:  • Posted in: Financial

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