Quant Developer

£975 per day | London | Contract

IQ Talent Solutions

Posted 8 days ago

IQ Talent Solutions

Keywords: c#, .net, dotnet, csharp, jira, c++, pricing, quant, quantitative, developer, programmer, engineer, software, analyst, regression, mathematics, mtm, marketrisk, rates, inflation, curve, bond, equity, credit, modelling, data, sdlc, front office

My client is a leading global Investment Management business looking to hire a highly analytical, technical Quant Developer, working in the Quant Modelling & Analytics product team, responsible for developing and enhancing the current infrastructure of pricing models used in valuing OTC Derivatives, bonds and ETDs, and constructive curves for downstream systems. The incumbent would work as a Quant Developer with the pricing platform quant library, implementing either risk or pricing systems, making model changes, fixing analytics, working on curve construction, and building out pricing interfaces.

The Quant Developer will be expected to:

* Work with front office users, business analysts and managers to understand requirements.
* Design software solutions to address these requirements within the context of the business' architecture and current toolset.
* Facilitate the UAT testing and release of software solutions ensuring that adequate handover of developed solutions is done to the business' support teams.

The successful Quant Developer will possess:

* Strong mathematical knowledge to understand complex mathematical notations and implement solutions into code.
* Knowledge of derivative instrument pricing for MtM and Market Risk purposes.
* Proven experience working on rates, inflation, associated curve construction and bond pricing, but equity or credit advantageous also.
* Good understanding of pricing input data modelling and workflow.
* Quant development experience with .Net technologies, particularly C# OR very strong knowledge of C++.
* Experience of working within a quantitative library and/or quant library design.

The role will be a hybrid split of WFH twice per week and office based, three times a week.

Please get in touch for more details.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.