- Festanstellung, Vollzeit
- Anson McCade
- London, England, Großbritannien
Cash Equity Central Risk Quant Developer – VP/Director level
My client a top tier US investment bank is looking for a quant developer who is currently working in the Central Risk space. This opportunity is for a VP/Director level person to join their and take the lead role in designing, overseeing and extending the architecture and development, build and testing platform across all Equities Cash Quant teams.
- Strong background in computer science is required. Significant experience in key languages (Java, C++, Python, q/kdb) and exposure to the development and maintenance of complex software platform is vital. Experience with source management tools, continuous integration software and testing tools is also critical.
- An understanding of Equities markets and exposure to algorithmic trading and/or central risk optimization is an advantage however not a pre-requisite.
- At least seven years of experience in software development, architecture and testing is required with preference given to those with experience in an investment bank.
- Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
- Passionate about software development.
- Keen interest in the financial markets.
- Keen interest in implementation of algos/models and the architecture of model libraries.
- Strong teamwork capability.
For further information or to register your interest, please call Sumaiyah Patel 020 7780 6700 or send across you CV to Sumaiyah.email@example.com