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Quantitative Model Developer

Quantitative Model Developer

Posted 13 March by Randstad Financial and Professional Easy Apply Ended
An immediate opportunity has arisen for a Quantitative Model Developer to join our client; a leading Investment Bank based in the City of London, on a contract basis.

The successful candidate must have strong C++ development skills, experience dealing with simulations written in CUDA and previous experience writing Quantitative library in C++.
Development of the modelling framework, is vital to this position and very strong technical skills in financial mathematics and C++ development are required.

Previous experience working in a Front Office Quantitative team is essential as well as strong communications skills and an element of stakeholder management will be involved.

Experience required,
1. Strong analytical and programming skills in C++ and CUDA
2. Extensive Financial Services experience as a Front Office Quant Analyst/Developer
3. Good knowledge of Financial Instruments in an Investment Bank
4. Excellent understanding of Quantitative analytics library design.
5. Experience working within Financial Services.

If you are interested in this role and have similar experience to that outlined above, please apply with your up to date CV for a full specification.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003

Required skills

  • C++
  • CUDA
  • XVA
  • Quantitative Model Development

Reference: 34678097

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