Cross-Asset Quant Model Developer | Leading Global Broker-Dealer

Recruiter
Selby Jennings QRF
Location
London
Salary
Competitive
Posted
30 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent
Quant Modeller

Description
Exciting opportunity with leading global brokerage looking to expand their core Quant Analytics function with a key hire in their London office.

The role is cross-disciplinary, involving the application of mathematical, computational, business analytical and inter-personal skills to gather requirements and deliver analytics tools to the broking and data sales business.

Key Requirements
Excellent academic background (Quant discipline)
Minimum of 2 years experience within a related function
Strong knowledge of financial products (Interest Rates primarily)
Experience in software development languages (C++, Java, C#)
Good communication skills