Quantitative (Quant) Developer

Posted 22 February by talent analytix.

Quantitative (Quant) Developer

Central London

Up to £75k per annum (dependant on experience)

2 year fixed term contract

Our client, an international financial intuition with offices around the world are looking for a Quant Developer to join their growing IT infrastructure team in London. You will be responsible for develop their IT infrastructure and interfaces as well as implementing and supporting their quantitative models. Knowledge of valuation, risk management of derivatives and complex financial products a must.

This is a 2 year fixed terms contract. You will play an integral part of the team. You will be accountable and responsible for:-

  • Development of interfaces for their inhouse pricing library using C++, C#, Python, XML, JSON and SQL
  • Develop their infrastructure for grid computing and workflow design
  • Develop data feeding infrastructure and other automation tasks
  • Help develop, maintain and enhance bespoke applications
  • Reporting on progress and escalating issues
  • Help drive change and support the institutes mission and strategic objectives

Skills & Experience:-

  • Degree educated
  • An excellent understanding of financial instruments such as interest rates, fx, equityetc
  • An excellent understanding of risk management and portfolio management (VaR, CVA, DVA, FVA etc)
  • Expert in C++/C#, SVN, Python, VBA, Databases, SQL, XML, JSON,
  • Excellent knowledge of Summit, QuiC/NumeriX, DLL, XLL, QuantLib and other scripting languages
  • 5+ years’ experience of Front Office IT/Quant development experience
  • Workflow and systems integration knowledge an advantage
  • Fluent English (both written and verbal)
  • Someone who has influencing and communication skills
  • Results orientated

Interested? Want to find out more?

Please give us a call at Talent Analytix or send your CV to apply.

Talent Analytix is acting as an Employment Agency in relation to this role. Due to the number of applications received please note that if you do not hear from us within 2 weeks we will not be proceeding with your application.

Required skills

  • Quantitative Models

Reference: 34535364

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