Vacancy Description:
Quantitative Analytics Developer Wanted C#/C++
My portfolio of clients consist of Development & Quantitative Analytics Groups that can combine solid programming and mathematical ability to adapt to the needs of Financial Markets. This team are no exception and are responsible for assuring the core risk valuation and option pricing engines and models are constantly adapting to market needs across asset classes.
The role is for a hybrid Quantitative Developer who perhaps began their career as an object-oriented programmer and who migrated to more mathematical programming roles in tools such as C#, C++ etc. The ability to differentiate between object-oriented programming and numerical programming will be key and a solid PDE/Stochastic Calculus background is critical to keep ahead of all the key option pricing models used within the Group.
A solid understanding of basic and advanced option pricing methods is critical for the role as is an understanding of the inherent weaknesses between measures that cover Trading & Market Risk Groups in the market. A MSc/PhD background will assure you fit naturally into the high-calibre team in place.
Sound like you? CVs in confidence to discuss further.
Location: London
Salary: £50,000 - £60,000 basic
Email: ss@harnhamsearch.com