jueves, 24 de abril de 2014

Hays Specialist Recruitment posted a job you might be interested in April 24, 2014 at 04:18PM



Hays Specialist Recruitment



Cross Asset Quant Developer

London, United Kingdom, GB - Banking





Cross Asset Quant Developer



Investment Banking: C++ Quant Developer - C++, C#.Net, Excel



Essential:



Expert C++

Monte Carlo Simulations

Some exposure to C#.Net and Excel

Cross product knowledge

Strong analytical skills



Our Investment banking client is currently seeking a C++ Quant Developer to work on the build out an extension to their quant library covering cross products globally. Previous experience working on quant library build and large monte carlo frameworks is a huge benefit however, extremely strong C++ skills will also be considered if the candidate has cross product knowledge. This role will be on the forefront of the business so previous front office experience is also essential.



Experience working within a quant team producing mathematical based software would also be a plus but not essential.



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






£650 - £750 per day + Excellent & Neg



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