My client, a Top Tier Investment Bank is looking for multiple Quantitative Developer/ Quantitative Analyst to join their team based in London. These are PAYE contract.
- The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks
- To design, develop, test and document the models developed
- Develop technical solutions for the desk as required
- To provide rapid fixes to any issues identified in the models
- To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)
- Working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
- A degree in mathematical finance, science or maths from a top tier university
- Knowledge of the standard pricing models used in the investment banking industry
- Strong C++ experience (preferably using Visual Studio 2017)
- Excel VBA experience required
- Python experience preferred
- Experience with IBOR a plus
- Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
- Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
- Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
- Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
- Good knowledge of Excel.
- Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.
- Knowledge of distributed computing and serialisation techniques preferred.
- Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
To apply, please send your CV to email@example.com
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.