C++ Quant Developer - Foreign Exchange Job in City of London, London

C++ Quant Developer – Foreign Exchange Job in City of London, London. Apply for the latest City of London, London jobs in Accounting/Financial/Insurance.

C++ Quant Developer – Foreign Exchange Job in City of London, London

Job Description
C++ Quant Developer – Foreign Exchange in the City of London. This role contributes to the overall sucess of the Global Analytics and Financial Engineering.

Client Details

Our client is a Canadian multinational banking and financial services company. Having more than 90.000 employees, they offer a range of products and services including personal and commercial banking, wealth management, corporate and investment banking.

Description

The successfull C++ Quant Developer – Foreign Exchange will be;

Developing valuation models for interest rate derivatives products, and ensures the theoretical soundness, the numerical accuracy, and the implementation correctness of these models
Developing robust, reliable and user-friendly front office analytics for pricing, hedging, risk management and P&L attribution for both intraday and end of day
Providing daily and on demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging and so on
Providing subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model implementationProfile

The successful C++ Quant Developer – Foreign Exchange will have;

PhD or master's degree in Mathematics, Computer Science, Software Engineering, Physics or other quantitative areas
3+ years' experience in interest rate derivatives products and their valuation models
Solid background in PDE, Monte-Carlo and stochastic calculus
Strong programming skills in C++, C++11 or higher version; experience with other programming languages such as Python
Good communication and interpersonal skills and a team player
Ability to work well in a fast-paced environment with changing prioritiesJob Offer

Our client is offering an attractive day rate for a 6 month contract with a possibility of extension. They are able to offer working from home with ability to go to the office if preferred in a world leading investment bank

Job Type: Temporary, Full Time
Location: City of London, London
Category: Accounting/Financial/Insurance
City: City of London
County: City and County of the City of London
Country: United Kingdom
Salary:
Benefits: