C++ Quant Developer – Rates Quant Analytics Library

Description de la mission

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 07393149627
Alex Reeder
Harvey Nash Finance & Banking