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 […]
Senior Quant Developer – Flow Interest Rates, C++ recruitment
Senior Quant Developer – Flow Interest Rates, C++ My client, a tier 1 investment bank, are currently on the search for a senior quant developer to work in their flow interest rates quant team. The successful applicant will be required to: implement, integrate and maintain models in C++; work with IT to integrate models into the wider IT systems; optimise and fine tune existing models and provide tools and support to the trading desks. You should have: in depth experience integrating models in C++; in depth knowledge of interest rate products; strong communication skills and experience of working Read more […]