My client is a leading investment bank based in London; they are looking for a contract Quant Analyst / Developer to join their team. The Quant Analyst must be experienced in C++, have a good understanding of the C++ quant libraries and curve construction and have an excellent understanding of Fixed Income / Rates products.
Key skills:
Experience as a Quant Analyst / Quant Developer
Very strong C++ coding experience
Excellent knowledge of C++ quant libraries
Experience working with / on Fixed Income desks within an Investment Bank
Extensive knowledge of Rates products - including building Yield Curves
Familiarity with multi-yield curve construction
Excellent understanding of swap curve building
Please apply now for immediate consideration and further details.
Keywords: Quant Analyst, Quant Developer, Quant, C++, C++ quant libraries, Fixed Income, Rates, Yield Curves, Investment Bank, Investment Banking.
Scot Lewis Associates Ltd is acting as an employment business.