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Quant Analyst - 6 Months - London

  • Location

    London, England

  • Sector:

    Information Technology

  • Job type:

    Contract

  • Salary:

    £550 - £600 per day

  • Contact:

    Ashley Andrews

  • Contact email:

    AshleyA@montash.com

  • Salary high:

    600

  • Salary low:

    550

  • Job ref:

    AA-12454245_1505204536

  • Published:

    about 1 year ago

  • Duration:

    6 months

  • Expiry date:

    2017-09-19

  • Startdate:

    ASAP

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.