C++ Quant Developer – Pricing Libraries – Contract or Permanent recruitment
C++ Quant Developer – London – ContractTier 1 Investment Bank looking for a C++ Developer (Quant) to work on Tactical and Strategic solutions for the Rates Quant Analysis DeskMy client has recently been inundated with work and is urgently in need of a proven C++ Developer with experience of developing pricing libraries and being available for adhoc needs to the desk.This is a business headcount reporting directly into the Head of the Quant Rates business. The successful candidate will have excellent C++ coupled ideally with C# for writing test scripts. You will also need to be very mathematical Read more […]
C# Quant Developer – Interest Rate Exotics £40-50k recruitment
C# Quant Developer – Interest Rate Exotics – Investment Bank. My client, a leading London based Investment Bank, are seeking an extremely strong permanent Quant Developer, to join their asset management business. The team effectively operates like a Hedge Fund within the Investment Bank, and they are currently involved in cutting edge technical development, using latest C# .Net technologies. The Front Office team is a cross asset team, combining business skills with deep technological skills. This team, working with other teams, the trading desk, middle office and portfolio engineering are building Read more […]
Excellent opportunity – C++ quant developer – Prop trading firm recruitment
Their goal is to capture significant returns while accepting only limited risk. Their trading models are deployed using a uniquely integrated, high performance, automated trading infrastructure.Their staffs are comprised of individuals with backgrounds in computer science, physics, engineering, finance, statistics, business and mathematics.They provide a sophisticated research environment where teams can freely experiment with new ideas in order to develop these exciting and lucrative trading systems.The job responsibility:Responsibilities include: 1. Primary: Coding fully automated trading strategies. Read more […]
C++ Quant Developer, Top-tier investment bank, desk based, Equity Derivatives, Single Name Flow, Index Flow, Exotic, Hybrids, Hong Kong recruitment
My client, a top-tier investment bank, is aggressively expanding its APAC Equities Technology as part of a high profile global program of strategic investment. As such they are looking for a VP level C++ desk based Quant Developer, ideally having solid experience in Exotics/ Pricing/ Risk, to join their Equity Derivatives team to provide quantitative analysis and support for the Equity Derivatives business working alongside their partners in sales and trading.The role will offer a significant increase in comp, plus the chance to work in the best quant development team in the region.You will do Read more […]
Excellent Opportunity – C++ Quant developer – High Frequency Prop trading firm recruitment
My client is a proprietary trading firm headquartered in New York specializing in quantitative investment strategies.Their goal is to capture significant returns while accepting only limited risk. Their trading models are deployed using a uniquely integrated, high performance, automated trading infrastructure.Their staffs are comprised of individuals with backgrounds in computer science, physics, engineering, finance, statistics, business and mathematics.They provide a sophisticated research environment where teams can freely experiment with new ideas in order to develop these exciting and lucrative Read more […]
C++ Quant Developer – Interest Rates – Quant team – £70-120k recruitment
C++ Quant Developer – Interest Rates – Quant team – £70-120kA leading Tier 1 Bank is seeking an expert level C++ developer with an extensive mathematical background. The role sits within a Flow Rates team. Product coverage includes yield curves, bonds, swaps, inflation swaps and options, and some CMS. The role will involve implementation of analytics for new models, refactoring code/moving code onto newer platforms, maintenance, supporting the business (trading desk) and client IT systems with pricing and analytics queries. All development/implementation is done in C++, so it is essential that Read more […]
C# Quant Developer – London – Fixed Income Desk recruitment
I am currently representing a financial institution in London who are looking to bring on a C# (Quant) Developer to work directly on their Interest Rate Options desk.The successful candidate will be working with Quants and Traders building out new pricing models and implementing them.The ideal profile will have good VBA skills coupled with a strong knowledge of ‘real-time’, serverside development. You will also need to have a strong understanding of Interest Rate products, from Fra’s and Swaps, to OINS, Libor models and curve building / generation.If interested in discussing further please send Read more […]