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- Exciting C++ contract opportunity working for international banking
- Excellent dayrate opportunity working within Analytics and Financial Engineering
About Our Client
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.
Job 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 implementation
The Successful Applicant
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 priorities
What's on 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.
Contact
Doga Dogan
Quote job ref
JN-062022-5660843
Phone number
+44 207 645 1478
Job summary
- Sector
- Technology
- Subsector
- IT Development
- Industry
- Financial Services
- Location
- City of London
- Contract type
- Temporary
- Consultant name
- Doga Dogan
- Consultant phone
- +44 207 645 1478
- Job reference
- JN-062022-5660843
