Quantitative Developer
Global investment bank requires a Quantitative Developer to join a front office trading desk, developing code in the global analytics library and supporting technology initiatives and systems.
The role involves direct support for traders, maintenance and development of the analytics libraries, developing new trading models and ensuring the delivery of production pricing and risk management systems.
You will be highly numerate, preferably a PhD in a quantitative discipline such as Mathematics, Physics, Engineering or Computer Science from a top University.
Must have rigorous problem solving skills and a analytical approach. Strong programming skills in C++ and Python, working on a large software project is crucial.
Previous experience working for a derivative trading desk at an investment bank: particularly relevant experience would be FX, credit, CVA, rates.
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