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Quantitative Analyst

This job is no longer available

Recruiter
Harrington Starr
Posted
26 August 2014
Closes
23 September 2014
Ref
Quantitative
Contact
Lewis Bickerton
Function
Contract Type
Hours
Salary
£650 per day

Further information

Quantitative Analyst
C++, Python, STL, R, PDE, Lattice, Linux, Real Time, Equities, Commodities, Risk, Credit, Pricing

Consultancy - London City
12 Month Contract - £650 per day

Harrington Starr is working with well established Consultancy based in the city that is looking to hire a C++ Quantitative Analyst. The Quantitative Analyst will be working closely with Risk Analytic's teams working on Valuation Models covering several different Asset Classes (Commodities, Equities, Credits, and Derivatives). The Quantitative Analyst will be working primarily with PDE and Lattice.

The Quantitative Analyst will be working a multiple projects within the Risk and Analytics team. You must have previous experience working Pricing Models and working with PDE and Lattice. The Quantitative Analyst must have extensive commercial experience working with C++ or Python. his is an opportunity to work on site for an Investment bank with the latest technologies. This is role is sure to challenge you on both a technical and Mathematical base.

Key Requirements:

  • Experience with Quantitative Development
  • Extensive and proven track record in C++ Programming
  • Experience in Python
  • Experience using PDE
  • Extensive experience with Risk and Pricing
  • Strong knowledge of Equities, Commodities, and Credit

Quantitative Analyst
C++, Python, STL, R, PDE, Lattice, Linux, Real Time, Equities, Commodities, Risk, Credit, Pricing

Consultancy - London City
12 Month Contract - £650 per day

This is a great opportunity to work on a niche project within the Risk Analytics division. The Quantitative Analyst will be exposed to a variety of business areas and will be challenged on a daily basis. You will be responsible for developing platforms that will enhance the core performance of the business. To receive further details on this role please contact Lewis Bickerton at Harrington Starr.

Harrington Starr