Quant Developer Quant Capital is urgently looking for a Quant Developer to work for our high profile investment management vendor.Our client is a well known global wealth management HFT software business.
Is this the role you are looking for If so read on for more details, and make sure to apply today.
They provide valuations and pricing of derivatives to most of the buy side.
The Quant Developer will be involved in the design and development of OTC valuation models and work closely with the development team to integrate these analytics within the main valuation infrastructure for a broad range of OTC derivatives products across equity, credit, interest rate, commodities and foreign exchange markets.
This is an opportunity for a quantitative developer with development experience and knowledge of derivative pricing models for both vanilla and exotic derivatives.
The Quant Developer will be responsible for design, development and maintenance of several proprietary analytics libraries that drive our valuation engines across multiple applications.
This will require the implementation of financial models that range from the simplest models to the more sophisticated analytics methods.
Quants Developers Must Have: Min 1 years experience of Quant Development PhD or Masters from a top tier school in Maths Stats, Physics or Engineering Stochastic calculus Experience in C++ or Java development tools and high-level object-oriented programming.
Ideally experience in cross-platform build of C++ libraries is required (Unix, Solaris, Windows) Strong years experience with a cross-asset exposure to derivative products including foreign exchange, interest rate, credit and equity derivatives Partial differential equations and numerical analysis.
The Quant Dev will participate in all phases of system development including algorithm design, back testing, integration with other applications and production deployment.
This role requires strong past experience with C++ or C# or Java programming, as it involves development of interfaces to the core C++ analytical library where the models are implemented. xsabvtc
Model validation, including testing the model at its fundamental level and pricing real-world trades to ensure that the model produces the correct valuation, is a core part of this role.
My client is based in London Quant, Pricing Derivatives, Consultancy C++ Quant Analyst Investment Bank, Hedge Fund Modelling
Quant Developer in Vauxhall employer: Quant Capital
At Quant Capital, we pride ourselves on being an exceptional employer, offering a dynamic and innovative work environment that mirrors the culture of leading tech giants like Facebook and Google. Our London office fosters a collaborative atmosphere where employees are encouraged to think critically and make impactful decisions, while also providing ample opportunities for professional growth and mastery of cutting-edge technology in the trading operations space. With a focus on employee well-being and a commitment to excellence, we ensure that our team members are equipped with the tools and support they need to thrive in their roles.
