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C++/Fixed Income Model Quant Analyst/Developer

Posted on May 15, 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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