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Quantitative C++ Developer - Front office - Contract

Posted 12 January by Eames Consulting Group Easy Apply Ended
Quantitative C++ Developer required for a global Investment bank working within their Front office Team.

You will build and harmonize the pricing, risk and P&L chain for interest rate, FX and credit flow products. This is a unique opportunity to work on a major re-engineering plan with very ambitious targets and requires a significant number of experts to work together and deliver this new platform.

Skills required
*Pricing and Risk analytics
*Curves construction methodologies
*Market Making, Pricing and Relative Value tools for Sales and Trading
*Interest Rate
*Quantitative Analysis
*Risk / pricing knowledge
*Work on P&L risk base explain vs VaR model

From £ 700 + day rate
Duration: Long term contract - 6 months rolling to 3 years

If you're interested in this opportunity, forward you're CV ASAP. Alternatively, if would like to know more information please contact Shanaz Rob- call on for more details

Required skills

  • C#
  • C++
  • Pricing
  • Risk
  • FX Options
  • developer
  • front office
  • Quantitative Analyst
  • Quant
  • Quantitative developer

Reference: 34213333

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