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Job Overview

Quant Analyst/Developer

Location: City of London, London Salary: £600 - £625 per day
Type: Contract Contact: Dneshai Bailey
Posted: 18 days ago

A top tier bank is looking for a quant analyst/developer to join their team in London.

Responsibilities

  • Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in C++, Python and SQL.
  • Migration of Excel applications to automated platforms.
  • Contribute to internal projects to streamline production within multiple asset classes: FX, credit and equity.

Experience

  • Strong knowledge & practical experience with C++ are required
  • Python,C# ,SQL and VBA are advantages
  • Minimum 4 years of working experience is preferred
  • Experience of working within the quant space (pricing models, curve construction, etc)
  • Knowledge of financial products:FX, Credit, Equity

Eames Consulting is acting as an Employment Business in relation to this vacancy.