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Front Office C++ Quantitative Developer-Interest Rate Derivatives/Commodities, Leading French Investment Bank, Paris, Circa 100,000 Euros plus very competitive bonus/benefits
My client is a leading global French Investment bank, widely respected for its strong focus on cutting edge technology and mathematics.
Through continued excellence and subsequent growth, the firm is now looking for a senior C++ Quantitative Developer to join the multi-asset quant desk in Paris. As a senior C++ Quantitative Developer on the desk, you will be expected to bring solid business knowledge (ideally a background in interest rates, FX and/or commodities) as well as technical excellence (C++, Unix, Multi-threading, Excel/VBA). You will work extremely closely with the traders and quantitative analysts on the desk, designing and developing cutting edge pricing, analytics, risk, P&L infrastructure and applications. You will ideally come from a quantitative desk background, with a clear understanding of yield curves, pricing, analytics, stochastic calculus etc.
Front Office C++ Quantitative Developer-Interest Rate Derivatives/Commodities, Paris will require the following skill set:
-Strong C++,
-Excel/VBA,
-Strong analytical/mathematical background (Yield curves, Stochastic calculus, pricing libraries),
-Front office experience,
-Experience of Interest Rates, FX, Commodities,
-Strong interest in front office, risk and P&L,
-Excellent communication skills.
Responsibilities:
-Pricing,
-Analytics,
-P&L,
-Risk,
-Ad-hoc supporting the traders,
-Working with a small focused team of front office quant developers,
-Reporting to Head Quantitative Analyst on the desk.
This is a really exciting opportunity for an ambitious C++ developer who has that exceptional Quantitative knowledge to join a Front Office team, offering a huge amount of challenge on both a business, technical and mathematical level. The team is comprised of a number of highly experienced and impressive mathematicians and computer science technicians who work within a fast-paced, collaborative culture that promotes innovation and excellence in the pursuit of product performance and unrivalled trading strategies . Top performers are rewarded with a very competitive bonus as well as additional benefits as is judged by the impact that you are expected to have on the various business desks.
If you would like more information on this opportunity please apply by gmail or call 00 44 207 019 4163
Key Skills: C++, Unix, Excel/VBA, Quantitative Development, Development, Analytics, P&L, Risk, Interest Rates, FX, Commodities, Paris, France, Support
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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