Quantitative Analyst Core Library recruitment

The Core Quant team is responsible for the common analytics library used as a basis for the valuation of derivatives positions throughout the investment bank. The principal responsibility for the role will be to support and develop the languages used to represent exotic and structured derivatives in the rates business (utilising in-house languages). This will include providing support, language enhancements, performance improvement, and the addition of features for new markets and new instruments.
In addition, the role would involve providing assistance with the general activities of the team - improving our software platform and infrastructure and providing consultancy on performance tuning and software engineering best practices.

RequirementsEssential: Strong software engineering, numerate degree (maths, computer science, engineering, physics) from a top tier institution
Desirable: Strong C++; performance tuning and optimisation; functional programming; compiler / interpreter design; some knowledge / interest in finance and derivatives.