Job Title: Quantitative Developer
Location:
Hybrid/London 3 days Duration:
6 months with possible extension Role Description
The role will require development of the underlying mathematical models and analytical tools used by the Credit desk. To design, develop, test and document the models developed to standards. Develop technical solutions for the desk as required. To provide rapid fixes to any issues identified in the models. To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation). Certifications, Qualifications and Experience (For the Job – not the Job holder. Minimum requirements of the Job)
3-8 years working as a Quantitative Analyst developing models in quantitative finance. A degree in mathematical finance, science or maths from a top tier university. Knowledge of the standard pricing models used in the investment banking industry (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework…). C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11). Familiarity with Credit Products and Models. Knowledge, Skills & Experience
Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required. Strong C++ skills. Strong knowledge of Excel. Strong knowledge of Python. Experience with version control systems (such as Git) and distributed software development process. Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time. Open minded and team spirit oriented.
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Location:
Hybrid/London 3 days Duration:
6 months with possible extension Role Description
The role will require development of the underlying mathematical models and analytical tools used by the Credit desk. To design, develop, test and document the models developed to standards. Develop technical solutions for the desk as required. To provide rapid fixes to any issues identified in the models. To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation). Certifications, Qualifications and Experience (For the Job – not the Job holder. Minimum requirements of the Job)
3-8 years working as a Quantitative Analyst developing models in quantitative finance. A degree in mathematical finance, science or maths from a top tier university. Knowledge of the standard pricing models used in the investment banking industry (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework…). C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11). Familiarity with Credit Products and Models. Knowledge, Skills & Experience
Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required. Strong C++ skills. Strong knowledge of Excel. Strong knowledge of Python. Experience with version control systems (such as Git) and distributed software development process. Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time. Open minded and team spirit oriented.
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