Quant C++ Analytics Pricing Libraries Developer - Investment Bank
Quant C++ developer with the ability to work on Pricing Libraries is required with strong IT Development experience in C++on Windows.
Must have a quant background with C++. Desirable extra skills are C# and Python.
As a Quantitative C++ Developer, you will be working on the design and implementation of pricing and risk analytics for flow rates products, as a standalone library, for use in services and as a part of a wider valuation and risk system, working in close collaboration with the research group,
The analytics library forms the basis for a number of in-house risk systems to pre-calculate risk vectors, s ome include a process to automatically update the risk with all new trades so that the pre-calculated sets of risk are kept up-to-date using the same market data.
Fixed Income Derivatives, Bond, Repos, Futures. Good analytical skills are a must, as is a proactive approach to solving complex problems during this exciting period of transformation across our area.
Our client is in the middle of an ambitious re-engineering project, The Quantitative research team are tasked to streamline and harmonise the pricing, risk and P&L chain which is also impacting the way the in-house product will be developed, tested and used throughout the bank.
Th is is a 3 year plus project.
Minimum 4 years\' experience required - will look at people who can grow with the project. Up to 3 months\' notice period is acceptable.
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