Quantitative Developer Risk Big Data
C++ Quantitative Developer
C++, Matlab, Basel, Dodd-Frank, EMIR, MiFID, UCIT, IR, FX, Credit
Financial Risk Management Technology - London City
£50,000 to £85,000 + Bonus + Benefits
Harrington Starr is working with a financial risk management technology provider to find a C++ Quantitative Developer that will join the established product vendor that provides solutions to both buy and sell side financial institutions globally.
As the C++ Quantitative Developer you will be using your mathematical experience and apply your knowledge in entrepreneurial environment, where you will be involved in all aspects of the company from pre-sales to lead project roles. You will work with the client base to create solutions by making use of the company's expertise in finance, financial engineering and technology, support project teams with their expertise and manage other consultants.
Key requirements;
* Financial regulations experience such as: Basel, Dodd-Frank, EMIR, MiFID or UCITs. (Required)
* Financial market knowledge eg IR, FX, credit, equities or commodities. (Beneficial)
* Standard derivative pricing mathematics, quoting conventions, operational processes and legal documentations knowledge (Required)
* Masters level education in finance or quantitative subject (Required)
* Matlab, C++, Java, R prototyping experience (Required)
C++ Quantitative Developer
C++, Matlab, Basel, Dodd-Frank, EMIR, MiFID, UCIT, IR, FX, Credit
Once you're well established within your career you will have the opportunity to focus your tasks in areas of your preference, whether that is coaching, research, client relationships or application of technology. If you have the core competencies and would like to be part of a reputable company with entrepunuerial outlook the please contact Dan Stewart for the full details.
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