Quantitative Developer - Pricing

Recruiter
Anonymous
Location
London
Salary
675.00 - 775.00 GBP Daily
Posted
21 Nov 2016
Closes
05 Dec 2016
Sectors
IT
Contract Type
Contract
Hours
Full Time
Quantitative Developer - Pricing

A Quantitative Developer is needed for a Tier 1 Bank to join their Front Office Quant team, responsible for XVA Pricing and Risk Management.

The successful Quantitative Developer will develop and support a Monte Carlo engine on a CPU/GPU grid, extend the library and also used advanced algorithms.

Key skills:

C++ development experience

Front Office pricing experience

CUDU experience (desirable)

Agile development experience - TDD, JIRA, SVN

Knowledge/experience of Fixed Income i.e. Commodities, Equities

If you have the relevant skills sets and experience then please apply with an updated copy of your CV.

KEYWORD: QUANTITATIVE DEVELOPER, PRICING, XVA, MONTE CARLO, GPU, C++, CUDA, TDD, JIRA, SVN, FRONT OFFICE, FINANCIAL SERVICES

To find out more about Orgtel please visit (url removed)

Orgtel, a trading division of SThree Partnership LLP | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales

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