Quantitative Analyst/ Developer X2 C++ Monet Carlo, Derivatives

Recruiter
Pontoon
Location
London
Salary
Excellent Daily Rates
Posted
13 Sep 2017
Expires
21 Sep 2017
Contract Type
Freelance
Quantitative Analyst/Quantitative Developer X2, C++, Monet Carlo, Derivatives, London, 6 months

Tier One Investment Bank is looking to appoint 2 members to its project team in Canary Wharf, One role is Quantitative Analyst and the Second is Quantitative Developer. Both roles will require C++ development knowledge, an understanding of the fundamental pricing methods of Derivative products and knowledge of Monte Carlo Simulations.

Key Responsibilities

* Implementing and optimizing performance of models for derivatives pricing, evolution of stochastic risk factors across asset classes (IR, FX, Equity and Credit primarily) within the Credit Suisse integrated infrastructure.
* Improve the software development framework to extend automation and reporting of the code library of:

* Regression Tests
* Distribution packages
* Performance profiling

* Support for advanced users of the library
* Interaction with internal stakeholders such as Front Office, Risk, Trade Analysis and IT

Essentials Skills and Qualifications:

* Programming experience, particularly in C++. Other programming experience also desirable (e.g. F#, Python, VBA, C#)
* To have worked in a Quantitative Development role with strong experience in managing the software lifecycle
* Good communication skills to explain developments to junior team members or non-technical staff.
* Works well within a team and engenders a good team ethic.
* Sc. or Ph.D. in Computer science, mathematics or engineering (finance background is not mandatory)
* Fluency in English as well as good communication skills

Desired Skills and Qualifications:

* Ability to write rigorous and clear documentation
* Strong analytical and problem solving skills

If you wish to apply for the above position, please call me on [Phone number removed] or email on

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly.

Pontoon is a global HR outsourcing company specializing in improving an organization's talent. We manage the contingent workforce and statement of work resources on behalf of our clients, as well as source and recruit direct hires. Pontoon's approach results in significant cost savings and revenue improvement, increased worker quality, workforce insight and greater regulatory compliance. A division of Adecco with operations in nearly 100 countries and with more than 1,500 colleagues worldwide, the Jacksonville, Florida-based organization delivers solutions to more than 150 industry-leading companies.