C++ Quantitative Developer

Recruiter
Emagine Consulting
Location
London
Salary
Competitive
Posted
21 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

Project Requirement Document: Senior Quantitative C++ Developer: London

Contract

About Us

emagine is a Business & Technology Consultancy with almost 30 years of experience delivering projects. Privately owned with over 100 million turnover, emagine Consulting provides Managed Services to financial clients with low population, high impact teams of game-changing experts. We have over 700 consultants currently deployed across the UK, France and Germany.

Alongside our Managed Services we heavily invest in FinTech - our latest innovation is the HoptroffTime Suite; A hardware, software solution powered by an Atomic Clock to enhance and enable Compliance & trading strategies.

emagine provides services into financial clients including Investment Banks, Stock Exchanges and Central Banks. Our areas of Key Focus are;

  • Risk Management & Regulatory Compliance
  • Software Development & Testing
  • Business Intelligence & Analytics

Project

Emagine has collaborated with a top tier investment bank in London and is putting together a team of 4 within the bank to work alongside an existing team of 12. This role is a Front Office focused C++ Quant Dev role, looking at pricing model changes related to FRTB, which could include Non-modellable Risk Factors, IMA, ES and DRC - depending on the individual's strengths in the respective areas. The focus is on C++ and the bank uses version 11.

Core skills:

  • C++ Quantitative Development
  • Python (Not essential but an added advantage to have)
  • Quantitative Analysis

Domain knowledge:

  • Prior experience working on an FRTB project would be a plus.

emagine are always looking to expand our bench and Associate network for future projects. If you are not currently available for new projects please update us with your most recent CV and next availability. We will keep you informed of suitable projects when you are looking for your next challenge.