This Job Vacancy has Expired!

C++/Fixed Income Model Quant Analyst/Developer

Posted on May 13, 2020 by Harvey Nash IT Recruitment UK

Paris, France
IT
Immediate Start
£600 - £650 Daily
Contract/Project

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.

Mission:

* 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

Required skills:

* 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:

* Modelling

* Experience in Interest rates

* Strong programming skills (C++)

Please apply within for further details or call.

Alex Reeder Harvey Nash Finance & Banking

Reference: 888859796

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