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Quant Developer - London - £650 per day - Urgent

  • Location

    London, England

  • Sector:

    Information Technology

  • Job type:

    Contract

  • Salary:

    £625 - £650 per day

  • Contact:

    Ashley Andrews

  • Contact email:

    AshleyA@montash.com

  • Salary high:

    650

  • Salary low:

    625

  • Job ref:

    AA-1245854_1503399297

  • Published:

    10 months ago

  • Duration:

    6 months

  • Expiry date:

    2017-08-29

  • Startdate:

    ASAP

Quant Developer - London - £650 per day - Urgent

I have been engaged by a global investment bank, who require a Quant Developer for a 6-month contract based in London

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.

The role being offered is to participate in this major multi-faceted re-engineering project and work within the Global Markets Quantitative Research team to help deliver this new platform

Essential skills for the Quant Developer:

  • You must come from a tier 1 academic background in mathematics, financial mathematics or computing is essential
  • Strong knowledge of derivatives products. Experience working with large scale quantitative library (risk, pricing, P&L Explain) is essential
  • Extensive experience with C++ / C#. Experience with ADA
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialisation

If you are a Quant Developer looking for a new challenge then please get in touch with me on 0207 014 0239 or Ashleya@montash.com