Quantitative Developer, Fixed Income Exotics recruitment

My client is a leading global Investment Bank, looking to hire a strong quantitative developer for their successful front office fixed income exotics desk. The quantitative developer will take a key role in the design and development of software applications used in risk and pricing of a wide range of fixed income products. You will sit on the front office desk, interacting extremely closely with the traders and quantitative analysts; therefore you must be able to work in a challenging and fast paced environment. You responsibilities will include designing new risk measures for the trading desk, developing PL systems and integrating market data in to the cutting edge quantitative library.

Responsibilities for C++ Quantitative Developer, Fixed Income Exotics Front Office Quantitative Team;

• Design pricing and risk systems

• PL calculations

• Market Data Integration

• Design core quantitative library

• Work closely alongside Head Quant and traders

The C++ Quantitative Developer, Fixed Income Exotics Front Office Quantitative Team will require the following skill set;

• C++ and/or C#

• Unix/Linux

• Strong academic background – ideally a a PhD in Computer Science, Physics / Engineering / Mathematics

• Finance experience not necessarily

• Interest in finance through self study would be a big plus

• Strong quantitative knowledge

This is a great opportunity for a strong developer to move into a desk-facing role in a role that will offer a great amount of quantitative exposure and an opportunity to learn about a wide range of fixed income products. You will report directly to the head quant in London and whilst your role will initially be focused on technology, there may be potential for you to take a pure quant role in the future should you show strong potential. The bank has a great reputation for hiring top academics and this particular team is home to a number of well respected quants and technologists. Compensation will be very competitive, with excellent bonus potential and company benefits.

The team is looking to begin initial interviews asap, thus please get in touch to cplusplus@selbyjennings.com or call 0207 019 4163