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C++ Quant Developer - Rates/Quant Analytics Library


Details:
  • Salary: £800 - £1,000 per day
  • Category: Information Technology
  • Location: South East London
  • Date: 2 weeks ago
Description:

C++ Quant Developer - Analytics Library sought by leading investment bank based in Canary Wharf.

*inside IR35* - 3 days a week onsite

The role:

  • Working as part of a strategic project to align asset class libraries
  • Implement code for pricing and risk in derivatives pricing libraries
  • Perform tests and analyse results
  • Work with quants and quant devs, seeking guidance and discussing issues as needed
  • Track pr...


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