C++ developer; pricing, derivatives recruitment
For this tier 1 investment bank we are looking for a quantitative C++ developer to work within several Basel III projects Skills required are: Proficiency in C++ (mathematical development and good code design) Combined with at least one of (both would be an advantage): o Experience in derivatives pricing or risk (market or counterparty credit) o Understanding of statistics Knowledge of counterparty risk or exposure calculations will be an advantage but not a determining factor for good candidates An ability to work independently, be up and running quickly and work to tight deadlines Read more […]