Quant Developer, FO, Interest Rate Options, Inter-dealer Broker recruitment
Role: To be a senior Front Office Quantitative Developer at a leading global Inter-Dealer Broker here in London. You will be responsible for supporting their interest rate options desk, enhancing and developing their in-house interest rate options pricing and analytics systems.
On the technical side, the ideal candidate will have a significant degree of experience using C# in a real-time distributed systems environment with a solid understanding of C++. You will also be developing excel financial libraries and using Bloomberg and Reuters Xtra 3000.
As this is a fairly senior hire, my client expects you to have a solid understanding backed with professional experience developing pricing models for interest rate derivatives swaps, options, swaptions etc. This is a fast paced and high pressured role that demands tight deadlines to be met and trade critical decisions to be made.
If you are interested in this position, then please do get in touch s.siew(at)realstaffing.com. Thank you. 