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Quant Developer

  • Location: London, Greater London, England
  • Salary: £100,000 to £110,000
  • Type: Permanent
  • Posted: 95 days ago
  • Company: IQ Talent Centre

Keywords: Quant, Quantitative, Developer, Programmer, Engineer, C#, csharp, .net, dotnet, C++, libraries, teamcity, risk, mtm, rates, inflation, modelling, analysis, pricing, otc, derivatives, architecture, investment, guidelines, uat, testing 

My client is a leading global Investment Management business looking to hire a highly technical, multi-disciplined Quant Developer, to contribute to the analysis, design, development, testing and implementation of the infrastructure and pricing models which is used for valuing OTC derivatives and constructing curves for downstream systems. The incumbent will be joining the Quant Modelling & Analytics product team at Insight.  

The Quant Developer will be expected to:

  • Work with FO users, BA’s and Managers to understand business requirements.
  • Work alongside colleagues in designing software solutions to address these requirements within the context of the business’ systems architecture.
  • Develop and implement quality software to implement the design within the agreed scope, time and budget constraints. 
  • Facilitate UAT testing and release of software solutions.

The successful Quant Developer will possess:

  • Knowledge of derivative instrument pricing for MtM and Market Risk purposes with particular emphasis on rates and inflation. 
  • Deep understanding of pricing input data modelling and workflow. 
  • Strong mathematical background with the ability to understand complex mathematical notations and implement solution into code. 
  • Proven experience of writing both pricing models and the surrounding data architecture.
  • Expertise with .Net C# or C++ programming languages.
  • Good working knowledge of TeamCity. 

Other desirable skills required by the Quant Developer:

  • Knowledge of yield and inflation curve constraints.
  • Experience of working within a quantitative library or quant library design. 

The role will start remotely but ideally return to office work in September 2021.

Please get in touch for more details.

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.