C++ Quant Developer - Analytics Library sought by leading investment bank based in Canary Wharf.
- inside IR35* - 3 days a week onsite
The role:
- Working as part of a strategic project to align asset class libraries
- Implement code for pricing and risk in derivatives pricing libraries
- Perform tests and analyse results
- Work with quants and quant devs, seeking guidance and discussing issues as needed
- Track progress and timings on the work
- Report within quant group on resourcing and timings issues
Experience required
- Minimum of 5 years relevant experience in a global banking environment
- Expert knowledge of C++ and ideally some Python
- Experience working on a large quantitative analytics library in a previous role
- Financial markets product knowledge ideally in Rates/Fixed Income (beneficial)
Please apply within for further details and the job description or call on
Alex Reeder
Harvey Nash Finance & Banking