Front Office C++ Quant Developer
C++ FO Quant Developer
Investment Banking: C++ Quantitative Developer – C++, Excel, Fixed income, Interest rates, credit.
Essential:
C++ (Windows or Unix flavours)
Excel
VBA
Credit/interest rates/Fixed income
Pricing
Our investment banking client is currently seeking a 2 x C++ Quant developers (front office) to join their trading desk. The work is based on two similar projects whereby you will either be migrating third party analytics onto an internal system or building out a large quant library to enable multiple interaction across the pricing and calculations of fixed income and credit derivatives. In order to fulfil the requirements of this role you need to have API knowledge across models and risk platforms and have previously investigated the differences between old and new systems results. You will be required to be up and running quickly and work to tight deadlines while maintaining an extremely high quality of delivery in C++. This role will be front office so a pro-active nature would be beneficial.
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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