Credit Quant Developer - up to 1000pd Inside ir35

Credit Quant Developer - up to 1000pd Inside ir35

We are seeking a Credit QD to work contractually on-site with a leading hedge fund in London.

Summary of position

We are looking for a quant analyst to help develop/extend the Credit framework in an existing library. The in-house library is cross-asset and written in C++, the bulk of work will be here. Additionally there are ancillary services written in Python - the ideal candidate would also have Python experience/interest and be able to extend these as necessary.

This is primarily a development role, day-to-day support of the FO will be minimal. However, strong communication is important as there will be some dialogue with Traders, Risk Managers etc.

Duties/Responsibilities:

- Developing core C++ credit analytics

- 3+ years quantitative experience working with Credit products (Loans, TRS on Loans, Preferred Bonds, CDS Index Options)

- Strong C++ Experience

- Experience working with existing code bases

- Ideally Python experience/interest - not essential

- Strong communication

If you are interested in an Inside ir35 6 month contract of this nature, please apply!