Director – Head of Library Quant Architecture – Senior Quant Dev – Lead Interest Rate Quant Dev. Quant Team – Base £160k+ Bonus + Package recruitment
The successful individual will be responsible for the design and re-architecture of the existing quant libraries and will have the autonomy to make significant changes which will impact the wider quant group. This is a senior, influential hands-on C++ role which will include: Design and architecture of the valuation and risk system for IR, inflation, EM and long term FX desk.Improving the performance of the overall rates analytics library used by the exotics structured products group.Re-architecture of the core valuation engines used across the front office quant groups.Implement generic Read more […]