C++ VBA Quantitative Developer / C++ VBA Quant Integration for Options Trading recruitment
C++ VBA Quantitative Developer - My client, a leading global trading firm is looking for a VP/D level C++ technical expert to join the quant development team. You will be responsible for developing and integrating the analytics on the desk for all Options and derivatives trading functionality. You must have a background in technology and a good understanding of risk and grid infrastructure that support the pricing frameworks. In this role you will contribute to the analysis, design and implementation of the analytics solutions on the desk, for the desk. You must have a good understanding of pricing and hedging derivative products and have a good quantitative capabilities specific to Options trading. The role is business facing 100% of the time so the interview process is highly business focussed. Ability to price and model options trades is a pre-requisite.
Key Skills and Experience:
• You will be Masters or PHD educated within a Maths, Engineering or Physics background, with prior experience working within a Front Office environment.
• C++ ideally on Windows with some strong capability in VBA
• You will be able to price and model Options trading