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    Quant Developer - London, United Kingdom - Barclay Simpson

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    Description


    Our client is a global investment bank who requires an experienced quant developer who is confident in developing core analytics in C++.This role offers global exposure plus Front Office experience while working closely with the Trading teams; and provide your input, advice and solutions in improving/creating a new pricing algorithm and new e-trading platform.

    Asset Class for this role is Credit and Rates.


    Location and salary:

    • The role is London based with 3 days in the office / 2 days WFH.
    Salary on offer is £140k - £170k (depending on the level of experience) Visa sponsorship can be an option for candidates who tick all the boxes.


    Responsibilities and skill set required:

    • Main purpose is to support the trading desk in devising the etrading platform.
    Must understand what the platforms look like and liaise / support the traders. Self-sufficient.
    Must understand and be able to design model calibration eg. curve models, curve bootstrapping. Strong C++Will deal with the analysis and development of pricing models.


    Skillset:

    • Essential C++ (including multithreading), Python and good communication skills5+ years Trading desk quant experience / developing pricing models

    Asset Class:

    • Credit experience is preferred but will look at wider asset classes:
    • IR, equities, FX, Rates etc.
    Please get in touch for a confidential discussion about the role -

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