C++ Quantitative Developer – Tier-1 Investment Bank

The successful candidate will work closely with colleagues in the quantitative development group in London, initially serving the structured interest rates business. However the interest rates quantitative software shares code with the hybrids, inflation and commodities group, so close working relationships with the quants / quant devs focused on these areas will be expected

You should have the following assets:
• Expert understanding and expertise of product, market data, and pricing behaviours of structured interest rates business.
• C++ together with strong knowledge of Microsoft Excel platform.
• C Sharp .NET (winforms)
• Understanding of best practices for developing software in large geographically distributed teams.

Skills to include: C++, quant, interest rates, C#, Microsoft Excel

Very Competitive Salary

Apply Now!!!