C++ Quant Developer - Analytics Library sought by leading investment bank based in Canary Wharf.

*inside IR35* - 3 days a week onsite

The role:

• Working as part of a strategic project to align asset class libraries
• Implement code for pricing and risk in derivatives pricing libraries
• Perform tests and analyse results
• Work with quants and quant devs, seeking guidance and discussing issues as needed
• Track progress and timings on the work
• Report within quant group on resourcing and timings issues

Experience required

• Minimum of 5 years relevant experience in a global banking environment
• Expert knowledge of C++ and ideally some Python
• Experience working on a large quantitative analytics library in a previous role
• Financial markets product knowledge ideally in Rates/Fixed Income (beneficial)

Please apply within for further details and the job description or call

Alex Reeder
Harvey Nash Finance & Banking