Senior Quantitative Developer – Interest Rates Exotics group at Buy-Side firm – 200-250k T.comp recruitment
The Interest Rate Exotics desk is responsible for trading various complex interest rate derivatives. The trading business is supported by a team of expert quants and technologists who build models and tools to support the global business.
The team is looking to hire a senior individual to run a team of 4 quantitative developers who are responsible for the design and development of the analytics library framework (C++). This covers pricing / risk models as well as other analytical tools.
The successful candidate will have excellent knowledge of an exotics business, (Ideally Rates but will consider other asset classes) and a very in-depth knowledge of C++ design and development. Prior experience of mentoring / leading junior team-members will be highly advantageous.
Please note, this role leans much more towards the technical side (C++) rather than the modelling/mathematical side although the successful candidate must have excellent business knowledge to couple his/her technical competence.
Please call 0207 377 2200 or send a CV to dpollack@westbourne-partners.com if you are interested to find out more about this position.