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

  • Location

    London, England

  • Sector:

    Information Technology

  • Job type:

    Contract

  • Salary:

    £550 - £600 per day + negotiable

  • Contact:

    Ashley Andrews

  • Contact email:

    AshleyA@montash.com

  • Salary high:

    600

  • Salary low:

    550

  • Job ref:

    AA-0124581_1499345710

  • Published:

    over 1 year ago

  • Duration:

    5 months

  • Expiry date:

    2017-07-13

  • Startdate:

    ASAP

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.