Quant Developer – C++, FX, Credit, Interest Rates recruitment

My client, the Head of research and analytics at a European investment bank requires a C++ quant developer to work within a Credit, FX and interest rates team.

The successful applicant will be required to work closely with quant analysts, implementing and integrating their models in C++; optimise models already built by quant analysts and develop core components of the pricing and risk system, also in C++.

You should have: a strong academic background; in depth experience of integrating/developing models in C++ as part of a quant team; in depth knowledge of 1 or more of Credit, FX and interest rates and experience of working in a front office team.

Please forward all applications to Jonathan Saville at jonathan.saville[at]nicollcurtin.com