Director – Head of Library Quant Architecture – Senior Quant Dev – Lead Interest Rate Quant Dev. Quant Team – Base £160k+ Bonus + Package recruitment
The successful individual will be responsible for the design and re-architecture of the existing quant libraries and will have the autonomy to make significant changes which will impact the wider quant group.
This is a senior, influential hands-on C++ role which will include:
- Design and architecture of the valuation and risk system for IR, inflation, EM and long term FX desk.
- Improving the performance of the overall rates analytics library used by the exotics structured products group.
- Re-architecture of the core valuation engines used across the front office quant groups.
- Implement generic trade description, valuation and booking Excel templates for the booking of all rates exotic trades.
- Extending and optimising the in-house trade description language.
The ideal candidate will be an experienced (Senior VP / Director) quant dev with significant experience re-architecting quant libraries and a solid understanding of a derivatives business. Rates exotic experience is a preference but not a prerequisite.
This is a senior mandate to lead large scale projects within the front office quant group.
For more information, to apply or to recommend anyone you feel would be ideal for this role please contact me in confidence on (+44)207 749 6060, or email me on andyc@montash.com
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: (+44)207 749 60 60.
Reference: AC/IRLQD/2651
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