- London, England, United Kingdom
- Permanent, Full time
- Webber Fox
- 09 Feb 18 2018-02-09
We are working with one of the world’s top investment banks who are looking to hire Quantitative Researchers with a focus on the architecture of cross-asset pricing engines. They are looking to hire a candidate at both Associate and VP level. If you are a candidate who has excellent experience in software algorithm design and development skills with an understanding of numerical methods, probability and a foundation of quantitative finance, this role is the opportunity for you to further your career in the financial sector.
The role will require you to use programming software library that prices derivatives and calculates risk. Your focus will be to work in a team environment on core library frameworks and continuous integration infrastructure. On the day-to-day you will be supporting and communicating with the end users of the library and other quant and technology teams.
As mentioned above the candidate must have excellent experience in software algorithm design and development skills with an understanding of numerical methods, probability and a foundation of quantitative finance. Outstanding problem-solving skills are essential and previous work experience as a software developer or a quant is preferred, as you will be optimizing code for specific hardware not only todays production staples but also future disruptive innovations.
Programming skills would include excellent use of C++ and any previous experience with python, Java and Perl would be a bonus.
The candidate must have been educated to at least a Master Level in a highly regarded Quantitative field. PHD is preferred but not required.