C++ Quant Developer
C++ Quant Developer
Investment Banking: C++ Quant Developer – C++, STL, BOOST, SQL, Mont Carlo simulations, pricing, Windows, VS 2005, 2008, 2010, C#, PowerShell, Excel, autosys, TeamCity, VB.
Essential:
C++
STL
Boost
SQL
Pricing
Our investment banking client is currently seeking a highly Skilled Senior C++ Quant developer to work on delivering functional changes, enhancements and fixes within the analytics team. You will be liaising closely with the business to provide high quality solutions to business driven requests in a fast paced environment. These reforms will be to improve the banks ability to absorb the impact from financial and economic stress. One of the main duties of this role will be to calculate and price derivatives, Monte Carlo, and ideally counterparty credit risk measures such as EE, PFE and EEPE.
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.
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