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A leading investment bank in London is looking to hire an experiened quantitative developer to join their best in class equity derivatives desk. The group are in process of redesigning their current delta one platform with a new swaps offering. This will be a hand's on role, suited to an experienced quant who enjoys the challenge of redesiging, refactoring and innovating on a new platform as part of an already award winning equities bank.
Helping to design, develop & roll-out a new equity swaps platform
Working in C++, contributing to a large global system
Taking ownership of various development projects
Bridging the gap between quant - technology - trading businsses
PhD/MSc from recognized top University specialising in an Engineering or Computer Science focused subject
Experience with equity products highly preferred
Experince with delta one, ETF, swaps products advantageous
Minimum VP level - 6 years' experience within a professional banking/finance/Technology environment
Strong C++ skills
Good communication skills, capable of working with multiple teams within the bank
Enthusiastic about coding and contributing to large, global projects