Senior Interest Rates Quantitative Developer (C++ / Python / SQL) London recruitment
My client is a technology driven and highly successful Global Investment Bank, with a strong presence in the global fixed income markets – particularly within interest rates trading which has been one of the most profitable desks over recent years. Over the last twelve months, the business has consistently outperformed its competitors and continues to expand into 2012. Through this success and aggressive growth plans, we have an opportunity for a highly talented front office quantitative C++/Python quantitative developer to take an extremely trading focused role on the interest rate desk in London. This is a dynamic and performance focused desk, with teams in London and New York. The team is looking to introduce a host of new quantitative applications and systems over the coming months, therefore there will be a lot of opportunity to design, innovate and use a range of cutting edge new technologies. You will work directly alongside experienced traders, strategists and quantitative analysts, to design and develop pricing, PL and risk applications. You will require a highly quantitative / analytical edge as well as a strong background in the interest rate/derivatives products. The ideal candidate will need strong C/C++ experience, although interest/experience in Python, Scala and F# will also be welcomed and encouraged.
Responsibilities for Senior Fixed Income / Interest Rates Quantitative Developer (C++ / Python / SQL)
• Design and develop a green-field software for risk analytics for Interest Rate Products
• Design pricing systems/applications for traders
• Quickly gain extensive knowledge of IR Swap, IR Swaption, IR Cap/Floor pricing
• Collaborate with traders/quants on the desk and work alongside other quantitative developers
• Introduce parallel computing to QA Library
• Introduce new innovative technologies ie Python, Scala, F#
Ideal Skill Set for Senior Fixed Income / Interest Rates Quantitative Developer (C++ / Python / SQL)
• C/C+
• Linux/UNIX
• Python
• Excel
• Strong quantitative/analytical background
• Prior experience with interest rates would be huge plus (although FX, Commodities, Credit welcome)
• Great communication skills
This is a great opportunity for a strong senior quantitative developer to join a dynamic and successful desk in London. The team is looking to introduce a number of new methods and technologies (Python, Scala, F# etc) thus this is greatly suited to a candidate looking to stay at the forefront of technology and work in an innovative environment. This is a front office role and therefore both base salary and bonus will be extremely competitive. For more information, please contact cplusplus@selbyjennings.com or call 0207 019 4163
C, C++, Linux, UNIX, Python, Excel, SQL, Developer, Quantitative Developer, Interest Rates, Fixed Income, FX, Commodities, Credit, Pricing, Applications, Quantitative, Library, IR Swaption, IR Swap, Scala, F#