At a Glance
- Tasks: Join a dynamic team to develop and implement cross asset financial models using C++.
- Company: A leading Fund Administrator with a vibrant, young culture and state-of-the-art office.
- Benefits: Competitive salary with a bonus of up to 40%, plus opportunities for professional growth.
- Other info: Be part of a small, collaborative team with significant responsibility and learning opportunities.
- Why this job: Gain hands-on experience in a fast-growing sector and work on exciting projects from day one.
- Qualifications: PhD in Maths or Stats, C++ programming skills, and a passion for finance.
The predicted salary is between 59400 - 72600 £ per year.
Our client is a well-known Fund Administrator and Execution Business.
This role sits in Quant pricing team who specialise in cross asset portfolio valuation.
This is a small team growing significantly; they have grown 100% so far this year.
This role will give you massive exposure to various asset classes as well as models, and the ability to run pricing and valuation from day 1.
You should be looking to learn from people who enjoy passing on their knowledge.
Their office is state of the art with an atmosphere of bright sharp developers and traders.
This is a young platform so all libraries are currently in the Greenfield stage offering the ability for you to get involved in serious projects rather than support.
The role will involve both Exotic and Vanilla pricing through fixed income, equities and FX.
You will gain experience implementing cross asset financial models across whole portfolios.
The main pricing library is written in C++ but both Windows and Linux platforms are used.
The Quant Developer will be responsible for platforms development as well as Algorithm design and back testing.
In exchange we offer a bonus usually at 40%Quant Analysts MUST have: Ph D In Maths or Stats from Top Tier University (top 20 UK)1 years commercial experience Experience of OO programming C++ Windows and Unix experience Experience in either Fixed income or Equity pricing (we will consider juniors)Volatility modelling Derivatives experience Strong communication (internal)Matlab or RThis is an outstanding opportunity to join a growing trading business at a time of significant and interesting growth within the sector.
You will gain massive exposure to the cross asset pricing environment as well as learning data flows and serious financial modelling.
This is a UNIQUE opportunity to be in a small team with responsibility from day 1.
My client is based in London Quant Analyst Quant Developer Java Scala Algorithm Algo, OO Development Developer C# C++ SQL SQL 2008 Quant Trader Bank C# winforms
Quant Developer C++ employer: Quant Capital
Quant Capital is an excellent employer for those looking to thrive in the fintech sector, offering a vibrant work culture that fosters innovation and collaboration. With substantial training and development opportunities, employees can enhance their skills while enjoying a flexible hybrid work model in the heart of London. Join us to be part of a forward-thinking team that values growth and cutting-edge technology.
