Quantitative Developer // Investment Banking // LDN // Contract
A Global Investment Bank is seeking a Quantitative Developer to join their London Quant Development team which is charged with the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes.
The successful quantitative developerwill Improve the quant tools used by the traders and middle office.
- Supporting the development of tools used by the front and middle office using C# (main) or C++, these tools are used for P&L forecasts for all asset classes which help explain how P&L behaves
- Interaction with mainly flow products
- Provide front office quantitative support to the trading desks and risk managers
Key skills and experience:-
- Good development skills with (C# or C++ or Java)
- Previous experience in banking preferably
- Preferably an understanding of what delta, greeks, gammas are and a knowledge of financial products
If of interest please do not hesitate to call me on 02031894298 or email me back on