Quant Developer - London - 5months - £600 per day
Montash have been engaged by a global investment bank, who are looking to acquire Quant Developer based in London for 5 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 Developer:
- Extensive experience with C++.
- Create a harmonised 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 industrialisation
- Harmonise PDL definitions of market data across Global Business Lines and ensure proper ownership
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.