C++ to Quant Developer Wanted for Exotic Products Trading Desk - London Do you have a consistent track record of success in working on the most complex of numerical based systems & seeking to transfer your ability into a more fast-paced banking environment? Are you the kind of individual who has worked for companies across advanced technology-driven frameworks and can take your expertise in C++ & work within real-time & trading-based models to not only solve but create innovative solutions for traders? Then you may be keen in talking to my client who are seeking at complimenting their existing successful team of experts committed to evolving their next generation of capital-market driven products & models with the aim of increasing product value in the market. Suitable applicants will be individuals who have worked in complex application frameworks using numerical programming from design to implementation of high-performance systems. Experience counts in a role that will see you pushing your skills. Interested? CVs to Sameer (s.shah@progressive.co.uk) to discuss this or similar roles in detail.
Are you the kind of individual who has had 2-5 solid years experience in risk pricing/modelling (credit derivatives, CDOs, ABS etc) and seeking to further build on both your quantitative capability and product knowledge in this area? Then you may be keen in talking to my client who is seeking to bring on an experienced Quant to join a team of high-calibre modellers/analysts in both product design/modelling and quantitative approaches for novel and innovative research in structured credit products. Strong applicants will be motivated to make use of their solid MSc/DEA/PhD level of education (mathematics, physics, statistics, or quantitative finance) coupled with their 2+ years exposure to quantitative credit modelling in finance/banking. Successful applicants will also demonstrate good overview of quantitative methods across different markets to maximise opportunities in the company. Sound like an interesting role? CVs to Sameer to discuss in more detail in confidence.
A top tier New York Investment bank require a quantitative analyst to be based on the trading floor in their New York office. The position is for an analyst who can implement traders ideas in financial models using own mathematical methods. Candidates must be familiar with multi asset equity derivative modelling and pricing methodologies (Monte Carlo, Black Scholes) and volatility analysis. Candidates will possess a Phd in Maths or Physics, from a first class institution. Candidates should have 5 years as a quant in multi asset equity derivatives in a major player in the market as a basic requirement. Experience or a strong desire to work in a key position with senior traders is essential. Implementing new ideas developing new models trades. Modelling and providing solutions in models available in the public domain. Highly IT literate C++ and Excel.
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