Quantitative Developer, Equity Derivatives – Leading Tier 1 Investment Bank recruitment

Our client, a leading US Tier 1 Investment Bank has had an impressive year to date within the Equity Derivatives space. Because of this success and growth, they currently have an opening for a talented C++ Quantitative Developer to join one of the leading Equity Derivatives trading desks on a global-scale, at their office in Singapore. The successful C++ Quantitative Developer would play a crucial role in the design and development of cutting-edge tools to enable the continued success and expansion of the Equity Derivatives trading business. Due to the fast-paced nature of the group, the role will be highly challenging with a broad range of diverse projects for the successful C++ Quantitative Developer. The Quant Developer will have the opportunity to design and develop an automated Equity Derivatives trading platform, covering the quoting of Derivative and Structured products, as well as Algorithmic Systems and Order Management (OMS) tools for Derivative exchanges. The successful C++ candidate will also have the opportunity to work on a diverse range of quantitative projects, covering pricing and risk-management tools within Equity Derivatives as well as models for the market-making of Derivatives. This is the perfect opportunity for a talented individual with a solid technical background (C++) with sound quantitative/ mathematical knowledge to join a highly regarded and rapidly expanding Equity Derivatives trading desk in London. Although this is a highly business-critical role, the client is also open to applicants from non-finance/ research/ PhD backgrounds as they currently have a number of openings within the team because of the immense expansion of the projects.

The successful C++ Quantitative Developer will ideally have the following skill-set:

• Solid academic background, ideally in Computer Science/ Mathematics/ Physics/ Statistics/ Engineering or other scientific or quantitative field

• Exceptional programming abilities; C++, Java, C#, Perl, Python, Ocaml

• Strong communication skills as this is a business-critical, Front Office role

• Knowledge of Equities or Derivative products would be beneficial but isn’t essential

• A desire to design and develop innovative real-time trading tools

The responsibilities of the successful C++ Quantitative Developer will include:

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• Take full ownership of the SDLC for the Equity Derivatives trading desk

• Design and develop a range of innovative, real-time, high-performance, automated tools to ensure the continued success of the Equity Derivatives trading system

• Develop and implement algorithmic systems and an OMS for the derivatives exchanges

• Participate in the development of quantitative tools for pricing, risk-management and models for the market-making of Derivatives

Due to the success and profitability of the business, all compensation, bonus and benefits will be highly competitive. Given the nature of the role the client is anticipating a high level of interest and is looking to begin initial telephone conversations within the next week thus we would recommend anybody who is interested to apply ASAP. If this could be of interest or you would like any more information, please forward your CV to cplusplus@selbyjennings.com or call 0207 019 4163/212 231 8223