£110,000 | London | Permanent
Posted 14 days ago
The company is a well established and successful asset manager at the frontline of implementing investment solutions built for the needs to the client. They strive to be the best through innovation to create new opportunities and develop the business into new countries and with new clients. This is done through challenging the norm and enabled them to shape their platform and be the first to achieve goals.
The role itself will entail working in the quantitative development environment, where you would be able to contribute to the different areas to meet the requirements of the projects and finding solutions for the team to implement. There will be a focus of working on developing or the improvement of the current infrastructure and pricing models used for OTC derivatives. It will also give you the opportunity to aid in the development of the next generation strategic platforms of quantitative tools and libraries used across the business.
They are looking for an individual who has
* Good mathematical background, allowing you to understand complex mathematical notations and implement solutions into code.
* Knowledge of derivative instrument pricing for MtM & Market Risk purposes.
* An understanding of pricing input data modelling and workflow
* Proven experience of writing both pricing models, and the surrounding data architecture
* Software development experience in a commercial environment with exposure to the whole development lifecycle, methods, controls, and standards
* Quant development experience with .NET technology, with a preference of C#
* Knowledge of C++
What you get in return
* Competitive salary
* Discretionary Bonus
* Pension, Life assurance, medical insurance and other physical wellbeing services, and various discounts
* The chance for personal development
* Ownership of the work you do, and the trust to make your own decisions that impact the business.
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.