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A leading Investment Bank in London is proactively looking to hire a front office quant devloper (C++) for an equity desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
Location: London, United Kingdom
Development of front office derivative pricing models
Ensure correct and robust implementation of the models
Enhancing the C++ pricing libraries
Working entirely in their Front Office alongside quant's & trade specialists
Master's, PhD, DEA in highly computational subjects such as Computer Science, Physics, Mathematics and Engineering.
Strong object orientated programming in C++ (3+ years)
Demonstrable interest in financial modeling
Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
Excellent communication skills
Knowledge of financial mathematics is preferred
This is an immediate hire, thus interviews have begun. If the role is of interest to yourself it is advised you express your interest early.
Confidentiality and utmost discretion is 100% assured.