Day Rate: £600-£700
Contract Length: 6 Months
Montash are currently looking to source and secure a Quant Developer with a global financial client based in London for an initial 6 month contract.
The role being offered is to participate in this major multi-faceted re-engineering project and work within the team to help deliver a new platform. The job covers the following tasks with the prioritization being done by the quant team:
- Develop/test the trade description conversion module to cover all required derivatives products.
- Develop/test the parsing of this trade description feeds through the quantitative libraries to enable the direct pricing from the input format.
- Develop/test the additional modules necessary for the project
Essential Skills / Systems
- Extensive experience with C#, C++ with significant projects and strong object oriented knowledge.
- Strong experience with XML, if possible in the context of financial product and market data representation.
- Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
- Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code.
C# / C++ / XML / Quants / Quantitative / Financial markets / Quant / Quant Developer / Quant Analyst / transformation