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QUANT ANALYST/DEVELOPER

  • Type Contract
  • Salary £700 - £800 per day +
  • Location City of London, London
  • Sectors Banking IT

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