Quant Developer - C++/Pricing - sought by leading investment bank based in London - Contract - Hybrid
*Inside IR35 - umbrella*
This is an extremely niche Quantitative Developer role within the Front Office Quant space, requiring minimum 5 years' relevant experience in a global banking environment with detailed knowledge of C++ and Financial Markets Product Knowledge.
The responsibilities of the role include:
- Align FO Rates Quant Library analytics with strategic cross-assert quant API
- Perform tests and analyse results
- Work with quants and quant developers, seeking guidance and discussing issues as needed
- Track progress and timings on the work
- Report within quant group on resourcing and timings issues
Please apply within for further details - Matt Holmes, Harvey Nash