Quant Developer – Rates recruitment
A prestigious buy-side firm is seeking an experienced quantitative developer in the rates space. The successful candidate will be based in London and working closely with the head of rates modeling team. The candidate must have an advanced degree in hard science such as math, physics, computer science to understand stochastic process, and at least 3 years of working experience in extensive c++ programming and market data such as SABR volatilities and curve fitting at a top tier financial firm.
Candidates must have:
1) Prior hands-on experience in designing and programming framework of rates model calibration and valuation such as LMM/HJM with object and service oriented approach.
2) Strong in c++ programming and have worked with Excel/VBA implementation. Ideally would also be familiar with MatLab.
3) Prior working experience with service oriented architecture, high performance computing grid, and balance between elegancy and practicality of coding.
4) Strong communication skills to work with a variety of teams such as Analytics and PM across regions i