QUANT DEVELOPER - C++, C#, OOP
QUANT, C#, C++, OOP, FIXED INCOME, FX, INTEREST RATES, CREDIT DERIVATIVES, PRICING AND RISK, DESIGN, GREENFIELD, LATENCY REDUCTION, TRADING, FRONT END, ARCHITECT.
A leading Investment bank based in London is looking to appoint a Quant Developer to be a part of the re-engineering, architecture and Development of a new, unique interface used to access Quant libraries.
The successful candidate will be participating in this exciting, major multi-faced re-engineering project. Giving you the chance to work within one of the leading Quant teams in the field.
You will be responsible for:
- The Harmonization of Front-to-finance chain across Global markets.
- Architecting and Developing a new streamline Pricing and Risk, Profit and loss chain.
- Working on large scale libraries across different profiles (Quants, IT etc.)
- Interacting with the Quantitative research team.
- Designing and Developing new design patterns in Clean and ordered code, with a focus on industrialization.
The successful candidate will need to have:
- Experience of C# and C++ and ADA - (Beneficial)
- A Tier 1 academic background.
- Strong innovative qualities with a "start-up" mentality.
- Outstanding implementation skills in OOP language - backed up by significant programming experience.
- Active interests in the Design, Architecture and Development of complex Systems.
- Excellent Knowledge of Derivatives products.
If you are a flexible, hands-on individual with the willingness to make things happen then please don't hesitate to apply!
To find out more about Huxley, please visit www.huxley.com