Database Development Quant Executive recruitment
Your key responsibilities include:
• Developing new applications in conjunction with the quant team to produce and store derived data as needed;
• Maintaining and improving performance of regular database tasks;
• Developing new and improved methods for analysing and cleansing market data;
• Development of the model base in C++.
You will have a proven track record designing, developing, coding and testing applications; Willingness and ability to learn modelling with statistical methods; the ability to work well within a team; excellent communication skills, both written and verbal; A First class degree in mathematics, statistics, engineering or computer science., minimum two years' experience of using T-SQL or PL/SQL in SQL Server, Oracle, or equivalent; Experience of relational database theory, optimisation and design; Working knowledge of C++ / STL and experience of using ODBC or other API to the DBMS; Experience of data analysis; Experience of working with shell / batch scripts, and/or other scripting languages . It is desirable to have familiarity with mathematical techniques such as Fourier transforms, factor analysis, cluster analysis, PCA, regression techniques, Monte Carlo, etc;, working knowledge of VBA for Excel and although no prior knowledge of finance or credit portfolio / correlation modelling is required for the role, any such knowledge would be advantageous