Quant Developer / Contract / London / £600-£700pd
Recruiter
Listed on
Location
Salary/Rate
Type
Start Date
This job has now expired please search on the home page to find live IT Jobs.
Quant Developer / Contract / London / £600-£700pd
My client a top tier investment bank is looking for a Quant Developer with good technical knowledge and experience to join their expanding team based in Central London.
We are looking for a Quant Developer with the experience and interest to tackle projects such as:
- Enhanced grid scalability for interactive pricing tools
- Enhancing the analytics library within the context of Distributed Monte Carlo Computation
- Optimising grid scalability for ad-hoc portfolio calculations and incremental pricing
- Enabling improved time to market of new models and measures
- Candidates would be expected to have worked with distributed computing / HPC either vendor (eg DataSynapse, Platform Symphony) or in-house. Experience with multi-tier grids or grid caching would be a bonus.
Trade Payoff Language Development
- Building and extending payoff language to represent trades to the Monte Carlo engine (keywords: compilers, antlr, lex & yacc)
- Translation of source trade representations either language to language (AST) or template based
- Candidates would be expected to have a detailed understanding of the financial products within an asset class they have worked with
Additionally, any Quant-Developer or Quant-Analyst with a reasonable technical depth and who has worked on several analytics libraries (as opposed to just integrating on the IT side) would be considered as there may be overlap.
The candidate must be able to work in a highly dynamic environment with demanding users. The successful candidate will gain excellent exposure to the business area and products as well as the opportunity to work in a technically challenging, delivery focused environment.
They're offering 6 month rolling contract and they're looking at taking someone on in the next 1-4 weeks time. If you're interested then please email me your up to date CV.
Quant Developer / Contract / London / £600-£700pd
