Für Recruiter

Quant Developer - Fixed Income Front Office

Fourier Ltd
Vereinigtes Königreich, London
Gepostet vor etwa 1 Monat Befristet £750.00
S
Gepostet von
Sam Wescott
Recruiter
C++, Quant Developer, Fixed Income, Interest Rates, Curve Building, Curve Calibration, Curve Fitting, Curve Construction, Quant Library, STL, Boost, Java, Python, Excel VBA, Bond Pricing, Cross Currency, Libor

A front office fixed income trading team are looking for an experienced and highly technical quant developer with experience building analytics in C++. The initial focus of the role will be on curve fitting and calibration. Previous experience with cross currency curves, swap curve fitting, Libor fallback curves etc. would be highly advantageous. Additionally there is a large analytics library written in C++ that needs improvement and ad-hoc support of the traders themselves.

Key Skills

  • C++, STL, Boost
  • Fixed Income, Interest Rates
  • Quant Library Development
  • Curve Fitting, Curve Calibration
  • Java, Python, VBA
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