In order to better equip the front office teams, a leading trading firm are developing a new valuation and risk engine.
As a core member of the Risk & PnL team building the new risk engine, located in London, UK you will:
- 8+ years’ experience/full proficiency in C++; Some familiarity with Python
- Ability to architect and implement code to address high-level requirements
- Experience implementing high-performance algorithms & grid computations
- Master’s/PhD in computer science, applied mathematics, financial engineering, or an equivalent field from a top university
- Strong sense of ownership, ability to work independently as well as in a team
- Interest in business and how end users will use the product
- Excellent communication and interpersonal skills.
- Full proficiency communicating in English in a business context (verbal & written)
Please contact Ciara Clarke for a confidential discussion on this role.
