Java/C++ Quant Developer - Hedge Fund Java/C++ Quant Developer - Hedge Fund …

GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
GQR Global Markets
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Competitive
Quant Developer building a centralised pricing system for a market leading hedge fund's Fixed Income division.

Develop and take ownership over a Java based distributed pricing engine for one of the most prestigious hedge funds in the world in their market leading Fixed Income group.  

Reporting into the front office, you will be expected to have an understanding of Fixed Income pricing and risk analyticscurves and of corporate credit products such as indices, single names and bonds.

While we want to speak with those of a quantitative background, this role is highly technical, with an emphasis on exceptional technical expertise in the area of distributed, real time systems development. Thus, outstanding technologists with shortcomings on business knowledge will be considered.

Requirements breakdown:

  • Java/C++ based distributed computing.
  • Experience with Fixed Income pricing and risk analytics in front office trading Rates/Credit/FX
  • Knowledge of corporate credit products.
  • Working in a Linux environment.

Get in touch for a confidential conversation.

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