Quantitative Developer - London, United Kingdom,
The company is a Bank.
- Implementing and optimizing performance of models for derivatives pricing, evolution of stochastic risk factors across asset classes (e.g. FX, interest rates, equity, credit, commodities) and calibration processes within the C++/F# Quant Strats library
- 3rd line support for advanced users
- Interaction with internal partners such as Front Office, Credit Officers, Pre-trade Analysis, IT
- Addressing requests from model validation, internal/external auditors and various regulators (e.g. in the context of Basel framework)
- You should have strong programming experience, particularly in C++. Other programming experience also desirable (e.g. F#, Python)
- You have strong experience as a Quantitative Developer
- You will have good knowledge of algorithms and data structures
- You have experience in developing multithreaded applications.
- You will have solid understanding of software lifecycle
- You work well within a team and engenders good team ethics.
- You have M.Sc. or Ph.D. in Computer Science, Mathematics, Engineering (or similar)
- You have excellent problem solving and analytical skills.
- Understands the value of diversity in the workplace and is dedicated to fostering an inclusive culture in all aspects of working life so that people from all backgrounds receive equal treatment, realize their full potential and can bring their full, authentic selves to work. This should be further elaborated on in your application