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Voir les 31 annonces d'emploi de SELBY-JENNINGS-LONDON
Interest Rate Quant Developer/Programmer-Senior Vice President–London-Circa-£90,000 +
An exciting opportunity has emerged at the Royal Bank of Scotland, who are seeking a talented Interest Rates Quant Developer to come in as a senior hire to hit the ground running and be managing a team of their own within 6 months.
The successful candidate will be working alongside some of the award-winning Quant Developers and Analysts in the industry, and due the flat hierarchy structure of the company, will be gaining exceptional exposure across the business making career progression easy.
Responsibilities for Interest Rates Quant Developer role:
-Complete design and implementation of a new cross asset payoff language (IR).
-Maintenance and development of the main pricing system IR (C/C++/Excel).
-Re-engineering and automation of the analytics library release process. Re-factoring of the IR library interface.
-Advanced support to traders (spread sheet development).
-Work closely with application development team through the full development cycle from product initial specification to final delivery.
-Work with application developers on integration and testing.
Requirements for Interest Rates Quant Developer role:
-Previous experience as a modeller/developer. Those with exposure to interest Rate products is essential.
-PhD in Mathematics, Physics, Engineering, Finance or related field.
-Fluent in C/C++ and strong programming skills.
-Strong software engineering skills in a multi-platform/multi-programmer environment.
-Strong knowledge of Matlab.
The Person:
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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