Senior Quant Developer, Front Office Quant Team (VP/Director) recruitment
Additional experience modelling implementing: inflation term structures; Curve building term structure modeling using e.g. Cairns, Nelsson, Vasichek, pricing models for all the bond types and their derivatives will very useful but not essential.
RESPONSIBILITIES:
- Provide a consistent IT framework for quick model building and deployment
- Maintain the C++ analytics library (all asset classes) with production level code.
- Advise on best practice in the design and implementation of C++ models.
- Manage a build system;
- Utilise TeamCity
- Build automation
ESSENTIAL EXPERIENCE:
- 5 years+ experience working in either a derivatives IT team or as part of a Quant team.
- Implementation of an IT framework/library to support complex derivatives.
- Very strong experience in C++ programming
- Experience of Functional Programming
- Degree qualified, higher degree/PhD a plus
- Experience gained in bank
Desirable Experience:
- Deep C++ including advanced features, e.g. design patterns, STL, Templates, etc.
- Functional programming skills in Haskell a plus
- Knowledge of TeamCity
- Knowledge of coding standards
- Knowledge of derivatives modelling
- Proven ability to work with Quants, Developers and Risk teams
August 30, 2012
• Tags: Director recruitment, Front Office Quant Team (VP, Quantitative Analytics careers in the UK, Senior Quant Developer • Posted in: Financial