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Quant Developer - London - 5months - £600 per day

Job Title: Quant Developer - London - 5months - £600 per day
Contract Type: Contract
Location: London, England
Industry:
Salary: £550 - £600 per day + negotiable
Start Date: ASAP
Duration: 5 months
REF: AA-0124581_1499345710
Contact Name: Ashley Andrews
Contact Email: AshleyA@montash.com
Job Published: 3 months ago

Job Description

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.

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