Quant Developer, FO, Interest Rate Options, Inter-dealer Broker recruitment
Role: To be a senior Front Office Quantitative Developer at a leading global Inter-Dealer Broker here in London. You will be responsible for supporting their interest rate options desk, enhancing and developing their in-house interest rate options pricing and analytics systems. On the technical side, the ideal candidate will have a significant degree of experience using C# in a real-time distributed systems environment with a solid understanding of C++. You will also be developing excel financial libraries and using Bloomberg and Reuters Xtra 3000.As this is a fairly senior hire, my client expects Read more […]
Rates Curve Building Quant / Quant Developer – C++ – London recruitment
Rates Curve Building Quant / Quant Developer – C++ – LondonLondon based Investment Bank urgently requiring a Fixed Income Quant to work on Curve building for new library build out.Successful candidate will need to have excellent C++ coupled with a strong background in working as a Quant / Quant Developer in a team where you have been responsible for Curve generation and build out (from scratch) of a new quant library.Skills such as bootstrapping and curve generation will be common place in your previous roles. The ideal candidate will come from a rates background though Commodities will be considered Read more […]
Quant Developer, C++, Fixed Income Flow, Investment Bank, VP recruitment
Vacancy: Quant Developer in a Global Investment bank, boasting a strong reputation in the Fixed Income space. Tech: C++ into Windows and Linux. Base – ~100k baseThe role: You will be involved with all new projects planned for 2012 in the Fixed Income Flow space, related to bringing new products on board and pricing these. Other daily responsibilities will be around the C++ Quant Library used by the traders in terms of enhancing, refactoring, optimising etc. This is a fairly senior hire for someone with around 4-5 years experience as a quant developer who has expert C++. The level of business knowledge Read more […]
Quant Developer, Investment Bank, FO Rates flow desk, 90k base recruitment
Job: Experienced Quant Developer with a strong technical background in C++ is currently sought after by one of the most successful investment banks. Your positioning within the bank will be front office and business reporting, allowing you to be as close to the market as possible as far as most quantitative development opportunities go on the sell side. You will be involved with all new projects planned for 2012 in the Fixed Income Flow space, related to bringing new products on board and pricing these. Other daily responsibilities will be around the C++ Quant Library used by the traders in terms Read more […]
Rates Curve Building Quant / Quant Developer – London recruitment
Rates Curve Building Quant / Quant Developer – LondonLondon based Investment Bank urgently requiring a Fixed Income Quant to work on Curve building for new library build out.Successful candidate will need to have excellent C++ coupled with a strong background in working as a Quant / Quant Developer in a team where you have been responsible for Curve generation and build out (from scratch) of a new quant library.Skills such as bootstrapping and curve generation will be common place in your previous roles. The ideal candidate will come from a rates background though Commodities will be considered Read more […]
Quant Developer – Credit recruitment
Our client is a large financial institution in downtown NYC and they have several immediate fulltime needs for strong quants with the following skills:Quantitative Developer7+ years in Credit Analytics7+ years working as a Quant Developer at a large financial institutionStrong programming experience with Java / C++ / MatlabEXCELLENT Communication SkillsPhD or strong MBA is desired from the following schools – MIT, Carnegie Mellon, Berkeley, Cornell, Courant – NYU, StonybrookWe are looking for the best quants and salary will reflect experienceSerious applicants only. Must be a US citizen or a green Read more […]
Quant Developer – Leading Algo Hedge Fund recruitment
Requirements:- MSc/PhD in a scientific or technical discipline (computer science very desirable)- Substantial experience in at least one OO programming technology (C++, Python, C#), SQL and Matlab-Experience of developing software in a leading research, technology or financial institution-Strong communication skillsDesirable skills:- A strong math education- Experience of working with large data sets or building applications to process large volumes of data- Knowledge of Fixed Income products- Trading systems development experience- Risk management experienceResponsibilities:- Building applications Read more […]
Quant Developer/Architect – Interest Rates Flow, C++, Director recruitment
Quant Developer/Architect – Interest Rates Flow, C++, Director My client, a tier 1 investment bank, require a senior quant architect to work on a flow interest rates analytics library. Your main task will be working on a risk framework, pulling risk off securities interfaces and building risk calculation frameworks in C++. As a senior architect you will be required to provide architectural input and direction to the rest of the team; liaise with quants and traders to define their requirements and mentor junior members of the team. You should have: in depth knowledge of interest rate or FX products Read more […]
Quant Developer, FO Interest Rate Desk, Investment Bank, ~90k recruitment
Vacancy: Quant Developer/Desk Strategist, Investment Bank, FICC Team with a focus on all Interest Rate ProductsA leading investment bank is looking for a smart, motivated Quant Developer to join their globally expanding team. Your typical day will involve supporting the traders for any requests they may have, and also developing tools for market making to fit into their risk and pricing infrastructure. Technically, they need someone who is proficient in C++, and they also want an individual who can understand the maths behind pricing. You do not, however, need to know the maths behind implementation. Read more […]
Quant Developer – Credit Analytics recruitment
This person will be part of the team that develops new applications and enhances existing pre-trade analytical tools for the global Credit Trading desk. This covers theoretical pricing, real time risk, PnL predict, scenario analysis, credit even exposure and relative value analysis. The ideal candidate will have between 5-7 years of financial experience with a strong background working with various credit products. Candidates must have an in-depth understanding of credit derivatives and cash bonds. Must have strong understanding of CDS and previous experience working with them. Read more […]