C++ Quant Developer

London (Central), London (Greater)
£700 per day
02 Sep 2014
30 Sep 2014
C++ Quant Developer
Lewis Bickerton
IT
Contract
Full Time

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

Investment Bank - London City
12 Month Contract - £700 per day

Harrington Starr is working with a leading Investment Bank based in the City of London who is looking to hire a Quantitative Developer to join the Risk and Analytics team to work on a Greenfield Project with a leading team with one of the most reputable Investment Banks. The Quantitative Developer will be focusing on Mathematical based projects. The Quantitative Developer will be working largely on Model Development coding in C++ or Python.

The Quantitative Developer will be working across multiple asset classes based on valuation models. You must have previous experience working with Risk and Pricing Models. The Quantitative Developer must have extensive knowledge of Value at Risk (VaR). This is a great opportunity to join a close knit team where you have an influence as a Developer. A Master's degree in Finance or Mathematics is a huge plus.

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 Developer
C++, Python, STL, R, PDE, Linux, Real Time, Equities, Commodities, Risk, Credit, Pricing

Investment Bank - London City
12 Month Contract - £700 per day

This is a great opportunity to work on a niche project within the Risk Analytics division. The Quantitative Developer 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.