C++/C# Quantitative Developer, Fixed Income Exotics Front Office Quant Team recruitment

You will sit on the front office trading desk, interacting very closely with traders and quantitative analysts alike; therefore it is essential that you are highly numerate and able to thrive in a challenging and fast paced environment. The ideal quantitative developer will take a key role in the design and development of quantitative applications used in risk and pricing of a wide range of fixed income exotic products. Responsibilities will include designing new risk measures for the trading desk, developing PL systems and integrating market data in to the cutting edge quantitative library.

You will have the opportunity to work in a dynamic, open and collaborative environment, reporting to one of the lead quants on the desk,  there is an unbeatable opportunity for rapid career progression for an exceptional performer, particularly into the Quantitative Analytics space. The successful developer will ideally have a background in C++ and/or C#, as well as a strong interest in new languages such as F#, Python and Haskell.

The team is ideally looking for a SENIOR candidate who can make an impact and contribute from day one, however they will consider exceptional junior candidates also.

The Quantitative Developer will have the following Responsibilities;

• Design pricing and risk systems/applications for the fixed income exotic desk

• PL calculations

• Market Data Integration

• Design core quantitative library

• Work closely alongside quantitative analysts and traders on the fast paced trading desk

The Quantitative Developer will have the following skill set;

• C++ and/or C#

• Unix/Linux

• Derivatives Knowledge

• Strong academic background – ideally a a PhD in Computer Science, Physics / Engineering /  Mathematics

• Financial Education and self study would be a plus (CQF, MSc in Finance/Financial Engineering etc)

• Strong quantitative knowledge

This is a fantastic opportunity for a talented quantitative developer to move into a desk-facing role in a role that will offer a great amount of quantitative exposure as well as the opportunity to learn about a wide range of fixed income and derivative products. Whilst the ideal candidate will have prior experience working in a similar role/environment the team is also open to seeing very strong candidates from non-finance backgrounds if they demonstrate a strong aptitude for finance and a solid quantitative/analytical skill.  Compensation will be very competitive, with excellent bonus potential and company benefits.

The team is looking to begin initial interviews asap (the process will typically begin with a telephone interview, followed by two face-to-face interviews) thus please get in touch to cplusplus@selbyjennings.com or call 0207 019 4163