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Consultant - Quant Developer

Excelian was established in 2001 to deliver System Integration IT Consultancy across multiple asset classes and business areas for clients in the Financial Services sector. We offer our clients a full suite of services to assist with strategic IT planning, business consulting, system selection, integration and performance management.


In addition to our European head office based in London, our success has allowed us to expand our presence, opening branches in South Africa, Australia and America.


The business currently employs over 150 consultants across three divisions which are Capital Markets (Murex), Commodities (OpenLink, Triple Point, Solarc, Brady) and Technical (Grid & HPC, Data Caching, Performance Tuning, Analytics, Enterprise Architecture).


Over the past two years we have been listed in the Sunday Times as one of Britain's fastest growing privately owned technology companies.



The consultant we are looking to hire will join an IT team of 8 working on the development and integration of mathematical models in our client's financial library. The models are used for rate, equity & forex financial products. The team is located in the dealing room and under the responsibility of IT modelling. They work close to the Quant team that develop the mathematical models.

The successful candidate will be in charge of the complete life cycle of the development of a model (get specifications from quant, develop and integrate the model in the existing library, perform tests & support business tests and performance optimisation)

We need someone with a solid competence in C++ who is a true team player, has an excellent analysis spirit and an affinity for mathematics. You will have a good knowledge of Visual C++, gcc, Unix and Linux. The perfect candidate will also have a good knowledge of SVN, continuous integration tools, unit tests environments and debugging / purify / quantify tools.

Experiences in grid computing, financial library developments, Murex and Flex API are a plus.

Knowledge of English is required, French & Dutch is a plus.
Products Capital markets; Equities; FX; Interest Rates
Key Interest Flex; FlexGrid; Front Office; Integration; Platform Symphony
Technical Skills C++; Linux; Unix
Company: Excelian   Location: Brussels   Salary: €600   Date posted: 10/03/2010  


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