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You possess 7+ Years commercial experience in a Quantitative Development or Architect position in the Front Office of a top financial institute.
You will be responsible for providing acclerated code performance, via algorithmic and software optimisations (GPU CUDA) etc, utilising existing source code. Excellent derivatives pricing experience cross asset XVA Rates IR Credit Equity EQ Commodities FX etc required coupled with bespoke development, training and the ability to solve computational client challenges effectively and quickly.
Ideally you will come from a Computer Science Background with a minimum of a MSc degree with clear communication skills from a good University.
To apply for this fantastic opportunity submit your CV to Ben Baxter now and or call.
ITS City email@example.com 0203 176 6647
Internal Number: 5628799
About ITS-City Ltd
eFinancialCareers is a career site specializing in financial services.