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    Credit Risk Leader - London, United Kingdom - Oxford Knight

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    Description

    This firm is assembling a strong Quant Technology team to build the next generation of in-house analytics and trader support tools.

    This team will develop and maintain the in-house models and pricing libraries, providing firm-wide live risk and P&L to support trading in Fixed Income, Commodities, Credit, and FX derivatives.

    This is a unique opportunity to join one of the leading hedge funds in the world and enter the fast-growing world of fintech, learning from the best in the field.

    On offer is a fast-paced environment with excellent international growth opportunities and exposure to world-class financial technologies and global markets.

    Take part in the development and enhancement of the back-end distributed system, enabling continuous firm-wide risk and P&L calculations
    Work closely with Quants and Quant Developers globally to develop pricing and risk analytics for the in-house pricing library
    Participate in the development of in-house pre-trade analysis and market analysis tools for Portfolio Managers
    Substantial experience developing in C++ (expert understanding of the C++11/14/17 standards is a must)
    BSc in Computer Science or another quantitative field (MA degree is a plus)
    Familiarity with Linux platforms
    Experience with Fixed Income analytics pricing & risk analytics
    Experience with financial mathematics and statistics
    Experience in the financial industry

    C++/Python Quant Developer - Risk Platform - London/New York- Market-Leading Global Hedge Fund Oxford Knight London, United Kingdom


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