Quant Developer - Pricing

Quant Developer – Pricing
£90k 24% In Contract Bonus
Quant Capital is urgently looking for a Quant Developer to join our high profile client.
Our client is a well-known major global exchange.
This is a standalone role in the UK.
You will be part a team building cutting-edge applications and services supporting cross-asset trading and risk management. The successful candidate will have a passion for software development and the desire to constantly improve both their skills and the solutions they work on.
The ideal quant developer will have minimum of 2-5 years professional software development experience. In addition they should have experience developing tools for the trading, risk management or middle office functions in a financial firm, either directly or for a vendor. You will be responsible for running your own projects as well as working closely with presales.
The role is based on new model creation.
• Analyze and develop new model and pricing frameworks by supporting the line of business
• Refine, monitor and review existing models.
• Work with large data to create models.
• Identify potential areas for enhancements including suggestions for ongoing maintenance and improvement of overall code quality.
• Design implement and verify math software.
• Interact closely with other development teams.
Quant Developers must have:
• MSc./PhD in Mathematics/ Physics or engineering with strong mathematical background
• Experience in a comparable quantitative modeling or analytics role
• Deep knowledge in financial modelling and pricing for at least one asset class
• Strong C++ or C# programming skills
• Fast learner, with ability to learn independently market realities and relevant financial math.
• Team player and good communication skills, able to see through the whole development and integration process.
This role suits someone from a software development background that is looking to take on serious responsibility. We are looking for consultants who want to take ownership of products and take considerable responsibility and the bonus that goes with that.
My client is based in Central London
C#, C++ SQL, Support, Implementation