VP Level – Front Office Quant IT – Interest Rates Derivatives – Quant Reporting Lines – C++ Development – Derivative Pricing – Quant Developer recruitment
This is an excellent opportunity for a front office IT developer with strong quantitative skills to make the transition into a quant team with a business reporting line.
The successful individual will work with quants, quant developers and traders and be responsible for pricing applications, and building a new quant library for data calculations for the rates exotics business. This is a strategic role for the business which will give the right person responsibility and exposure to senior members of the trading desks. The ideal candidate will have:
• 3 – 7 years Front Office Rates IT experience
• Experience working on intraday pricing / risk engines for the rates business.
• Strong technical skills including C++ and Python
• Knowledge of the rates business (Bonds, Curves)
• Knowledge and experience with using rates pricing models
• Previous experience of working with Quants / Traders.
This is a quant developer role, reporting into the business.
For more information, to apply or to recommend anyone you feel would be ideal for this role please contact me in confidence on (+44)207 749 6060, or email me on andyc@montash.com
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: (+44)207 749 60 60.
Reference: AC/QIT/8474
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