C#/C++ Quantitative Developer - Investment Bank - Contract - London
A Tier 1 Investment Bank is seeking a C++/C# Quantitative Developer to join their London team which is responsible for building out the XVA engine. The successful candidate will help in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation.
Rate: £700 a day
Length: 6 months initially
- Support BAU operation of the XVA engine and surrounding IT/quant infrastructure
- Communicate with the quants/traders/IT to understand and resolve operational issues and new requirements
- Collaborate in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation
- Respond to business requests for enhancements, develop new features within the system and provide effective support
Key skills and experience:-
- Experienced in Windows development in a front office position using C++ or C#.
- Understand details of derivative contract terms, CSA term, and derivative pricing models.
- Understand mathematical finance, particularly around rates or credit models
- Good to have but not necessary: XVA knowledge
For more information apply with an updated CV today!