Quantitative Developer - C++ - Fixed Income pricing and risk

Nicoll Curtin Technology Limited ,
London, Greater London
More Details
Salary: Up to £135,000 per annum

Overview

My client, a world leading European Investment Bank has an immediate vacancy for a Quant Developer in their Fixed Income quant dev team. The team are committed to building high-performance and innovative solutions that allow the business to compete using effective tools. The successful candidate will join the team at an exciting time as we look to rebuild the entire pricing and risk stack from the ground up to meet the current and future demands of the business, specifically around curve build speed and data visualization. Responsibilities: · Develop real-time pricing and risk systems for Fixed Income markets. · Work on C++ components in a high-performance distributed environment. · Work with advanced database technologies. · Implement scripts and tools in python used for monitoring and ad-hoc reporting. · Work closely with quantitative research, trading, and other technology teams. Qualifications: · 5 years of development experience using C++/STL/boost in a Unix/Linux environment. · Experience building Fixed Income trading/Derivatives or research systems is a plus. · Experience in Python scripting is a plus. This job was originally posted as www.totaljobs.com/job/89578092

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