Quantitative Developer – C++ recruitment
An experienced Front Office C++ developer is required to join a Global Quantitative Analytics group, responsible for the research, development and implementation of quantitative models across all banking asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk Trading).
Working closely with each business area to understand their requirements and propose solutions to their pricing and risk issues. You will develop software and solutions to facilitate the efficient development of models in the quant library.
The role will include technical analysis, design, coding, maintenance and testing of components within the quant library software and development tool and infrastructure software.
Must be highly numerate and have in depth knowledge of C++, with multi platform development experience (Windows / Linux) and software engineering techniques. The role requires experience of working in a large C++ class library, ideally working in a quant team producing mathematically based software.
You will have a good degree in Computer Science, Physics, Engineering or Maths from a top university / PhD in numerate discipline