Quant Analyst - 6 Months - London - £550-£600
Montash have been engaged by a global investment bank, who are looking to acquire Quant Analyst based in London for 6 months Highly likely you will be extended for a further year if progress is going well.
Global Markets Quantitative Research is tasked to build along with the Global Markets IT a new architecture to streamline and harmonise the pricing, risk and P&L chain for derivatives products by creating a unique interface to access quantitative libraries and unique output format: The Central Pricing Service.
Key skills for the Quant Analyst:
- Extensive experience with C++.
- Strong development skills in libraries
- Create a harmonized payload (PDL) building services in different pricing libraries (Reflection API) and make them stateless and connection-less
- Optimise interaction between C++ and ADA parts of the library
- Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization
- Harmonize PDL definitions of market data across Global Business Lines and ensure proper ownership
- Knowledge of FX Options business would be a plus
- Tier 1 academic background in mathematics, financial mathematics or computing is essential
If you are interested please give me a call or email on 0207 014 0231 or Ashleya@montash.com this role is urgent and interviews can be arranged for early next week.