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Senior Quant Developer - eTrading (Credit Markets)

Posted a month ago

Our client is a global investment bank who requires an experienced quant developer / software engineer 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 is £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 skills
5+ 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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