Quant Developer - eTrading (Credit Desk)

Quant Developer - eTrading (Credit Desk)Our client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++.This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide your input, advice and solutions in improving/creating a new pricing algorithm and new e-trading platform.Asset Class for this role is Credit and Rates.Location and salary:-The role is London based with 3 days in the office / 2 days WFH.Salary on offer is £140k - £170k (depending on the level of experience)Visa sponsorship can be an option for candidates who tick all the boxes.Responsibilities and skill set required:-Main purpose is to support the trading desk in devising the e-trading platform.Must understand what the platforms look like and liaise / support the traders. Self-sufficient.Must understand and be able to design model calibration eg. curve models, curve bootstrapping. Strong C++Will deal with the analysis and development of pricing models.Skillset:-Essential C++ (including multithreading), Python and good communication skills5+ years Trading desk quant experience / developing pricing models.Asset Class:- Credit experience is preferred but will look at wider asset classes:- IR, equities, FX, Rates etc.Please get in touch for a confidential discussion about the role -
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