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C++ Quant Developer. Risk Management & Pricing Platforms. £85,000
This role is for a C++ Quantitative developer to analyse, understand and implement derivative models and risk management procedures for the Fixed Income Derivatives Space.
Working closely with stakeholders to create C++ risk management solutions in areas such as: Reg change, Derivative pricing & Risk (market, credit and liquidity). My client is currently looking for 3 Headcount in order to build P&L calculations new methodology implementations as well as new C++ model factories and libraries.
These C++ Quant Developer positions are paying up to £90,000 + Benefits + Bonus.
Skill Set Requirements; *A master degree in a numerate subject; Mathematics, Financial Mathematics, Physics, Engineering. *Understanding of stochastic calculus and basic asset pricing. *Experience in C++ Coding *Financial regulations, model validation, market risk management, liquidity management, is also a big plus.
If you are interested in this C++ Quant Development role, please do not hesitate to send your CV in asap to email@example.com to discuss further.