Senior Desk Quant/ Quant Developer (D/SVP) - New team - London....C++

  • Excellent
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • ITS-City Ltd
  • 19 Feb 19

ITS City are seeking an experienced Desk Quant/Quant Developers Director or SVP level with Library / Desk experience to join a new team in a prestigious "front office" quant team at a large financial institution.

  • SVP/D - Senior quant developer, managerial expeirence not essential, but must be a solid quant developer, reporting to the head of the quant development team.

You will take responsibility for the design and development of the common library framework, in order to facilitate development and delivery of products, market data and models by the quant team.

The candidate will be responsible for gathering requirements from the quant team, syndicate design proposals, provide framework implementation and support quants in the implementation within the framework. The candidate will support quants in the design and implementation of quant code, required to deliver products, market data and models capability, in order to ensure high quality technical implementation, making use of best practice in coding standards and design, and delivering performance and memory efficient code.

You must have:

  • Extensive experience working within a front office C++ quant library and or desk as quantitative developer
  • Comprehensive knowledge of quant library architectures, including common components like market data objects, trade objects, models, pricing engines, risk engines
  • Strong C++ programming skills
  • Good knowledge of any asset class
  • Proven experience in delivering robust and well tested quant library code in a front office production environment
  • Post graduate education in Computer Science or equivalent quantitative or numerical subject
  • Previous management exeprience would be a plus.

Senr your CV for consideration. Contact me immediately for a confidential and discrete conversation.

0203 176 6648