Jobs

Core Quant Developer – London

Job Type:
Permanent
Location:
London, United Kingdom
Salary:
£100k - £160K + Bonus
Reference:
QD827
Contact:
020 7871 4482

Apply Now

Core Quant Developer – London
Associate / VP level Quantitative Developer to join a Tier 1 Investment Bank focusing on high performance computing. The team focuses on vectorization, compilers, efficient algorithms and the architecture of cross-asset pricing libraries.

Experience:

  • Strong software development skills in OO programming (C++, C#, Java etc.)
  • Strong problem-solving skills.
  • Python, CUDA/GPU experience desirable.
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.

Responsibilities:

  • Optimising code for core library frameworks that price derivatives and calculate risks.
  • Liasing with asset aligned Quant teams to gather necessary requirements.
  • Supporting end users of the library.

Qualifications:

  • Msc or PhD in a relevant field (E.g. Computer Science, Maths, Engineering, Physics).

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