Quant Developer, C++ Quant Library, Investment Bank, London 100k recruitment
Vacancy: Quantitative Developer within Investment Banking working within the Front Office team that is in charge of the Quant Library (written in C++).
This role involves working across multiple asset classes, with a particular focus on equity and credit derivatives. You will be in the team that is in charge of the new Quant Library for the bank which is written largely in C++, with certain tools written in C#. You will be involved with optimising and refactoring the library, framework design and wrapping/testing models.
This is a small team meaning that you will be exposed to the entire library. You are also actively encouraged to contribute ideas as to how you think their existing set-up should be improved. You will have a significant amount of influence in your position, and you will also be working with a new set of products that they are rolling out within Credit.
Finally, you will also have the opportunity to move from Quantitative Development into Front Office Quantitative Analytics.
If you are interested in this opportunity, then please do get in touch - s.siew(at)realstaffing.com. Thank you. 