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 deploymentMaintain 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 TeamCityBuild automationESSENTIAL EXPERIENCE:5 years+ experience working in either Read more […]