- Ownership of parts of the in-house library/application written in C++
- Create continuous integration processes of new and existing projects
- Support and enhance various tools used by the new business team.
- Improve processes and work-flows e.g static analysis, participation in code reviews.
- Support the wider Quantitative Investment team on a range of projects
- Degree in a highly quantitative subject, mathematical / computational finance or financial engineering
- Good programming skills i.e C++, Python
- Understanding of stochastic calculus, interest rate modelling, derivative pricing, monte carlo simulation
- Experience of numerical computation in Python, highly desirable
If you are interested in this role, please apply below or contact me for more information.
Eames Consulting is acting as an Employment Agency in relation to this vacancy.