Hays Specialist Recruitment posted a job you might be interested in February 28, 2014 at 04:56PM

Hays Specialist Recruitment



C++ Quant Developer

London, United Kingdom, GB - Banking

C++ Quant Developer



Investment Banking: C++ Quantitative Developer - C++, Excel, VB/VBA, Fixed income, Interest rate swaps, Numerical methods, Pricing, risk management.



Essential:



Solid C++

Strong Excel

VB/VBA

Fixed Income

Analytical mind



Our investment banking client is currently seeking a C++ quantitative developer to work with an exceptionally skilled team responsible for the research, development and implementation of quantitative models across all asset classes. You will be required to be up and running quickly and work to tight deadlines while maintaining a high quality of delivery. If successful you'll be working with other team members to optimize and re-engineer the quant library build to provide quantitative support to the Front Office in pricing and risk management.



Duties will include:

* Low latency pricing of interest rate swaps

* Performance improvements to curve building and rebuilding times

* Investigation of numerical stability issues between 32- and 64-bit library versions



If interested, please send your CV for a call back and an opportunity to discuss the role in more detail.

Hays Specialist Recruitment Limited acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk

£600 - £700 per day + Excellent & Neg



Posted February 28, 2014 at 04:56PM from LinkedIn http://ift.tt/1d1Gbje

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