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FX Vol/Rates C++ Developer

Job Title: FX Vol/Rates C++ Developer
Contract Type: Permanent
Location: City of London, London
Industry:
Salary: Negotiable
REF: 542165_1559828064
Contact Name: Denesh Gnanalingam
Contact Email: Denesh.Gnanalingam@ojassociates.com
Job Published: 3 months ago

Job Description

Our client is a Hedge Fund based in London who are looking for C++ Quant Developers in the FX/Rates space. This is a new and exciting role which has arisen due to an increase for quant development work and expansion of the fund's analytics library.

Responsibilities:

  • Assist development team to build and maintain a pricing engine, to satisfy the requirements of the FX/Rates trading desk.
  • Functional Requirements: To gather, understand, and analyse functional requirements directly from the portfolio managers.

Essential Skills:

  • Minimum 2 years experience
  • Relevant academic background in Computer Science, Mathematics, Physics or Engineering
  • Advanced coding skills in C++ with exposure in building an analytics library
  • FX product knowledge
  • Risk Calculations