C++/Fixed Income Model Quant Analyst/Developer
Posted on May 13, 2020 by Harvey Nash IT Recruitment UK
Front Office Model Quant Analyst Developer - C++/Fixed Income sought by leading investment bank based in Paris.
The roles are about evolving the model library, hence they need experienced Quants developing Front Office libraries in C++ (between 3 to 5 years of this), with a background in Mathematical finance.
Role location could be Paris or London with a preference for Paris as that's where most of the team sits, but London is also considered.
* Design and development of Fixed Income pricing library for Front Office applications: linear rates products, structured rates products, XVA, light rates/credit hybrids
* Design model solutions supporting business objectives, based on latest model developments in the industry and on innovation. Being a reference in items of knowledge of the models and techniques used by the industry, keeping ahead of future developments by performing relevant research work
* Graduated from a high-quality university in applied mathematics, quantitative finance or related scientific area
* Deep understanding of the theoretical grounds of quantitative finance and of the corresponding mathematical framework
* Good understanding of market mechanisms
* Critical mind and ability to challenge, intuition of implicit assumptions in mathematical developments
* Mastering of computer usage and strong programming skills (C++)
* Good communication skills, ability to synthesize, well organised and focused
* Ability to conduct several related projects simultaneously
* Experience: min 5 years
Top 3 Skills required:
* Experience in Interest rates
* Strong programming skills (C++)
Please apply within for further details or call.
Alex Reeder Harvey Nash Finance & Banking