Cross asset Quantitative Developer - Tier 1 Bank

  • £90k - 140k per year
  • London, England, United Kingdom
  • Permanent, Full time
  • GQR Global Markets
  • 19 Jan 18 2018-01-19

A leading Investment Bank in London is proactively looking to recruit a front office quant core analytics developer. They are looking for someone to have strong computational ability including experience in migrating and integration of quant libraries.

JOB DESCRIPTION

A leading Investment Bank in London is proactively looking to recruit a front office quant core analytics developer. They are looking for someone to have strong computational ability including experience in migrating and integration of quant libraries.

Location:  London, UK 

The role:

  • Defining and implementing the Strat solutions across the Equities business to automate effective business processes
  • Working closely with multiple business functions including Product Development, Sales, Trading and Group Technology and Operations (GTO) to implement infrastructure solutions aligned to the strategic analytics platform
  • Improve the automation of all Profit and Loss (PnL) processes and existing risk processes and enable appropriate controls (market object, model choice, calibration choice, booking exception policy)
  • Automate computation (reserves, Independent Price Verification (IPV)), aged inventory report, and creation of databases to support modeling and hedging algorithms

 

Requirements:

  • Analyst – Associte – up to 4 years.
  • Experience working with core analytics libraries/quant libraries
  • Understanding of full development nature including quantitative skills
  • Master’s, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
  • Strong object orientated programming in C++

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

Key Words:  Quant Development, Enterprise systems, Quant Architect,  Quant Analyst,  Core Analytics, Quantitative Analysis, Quant Pricing Group, Quantitative Derivatives Modeling, Global Analytics Library - C++ C# Java Python, fixed income, Interest rates, FX, equities, equity, front office,