Quantitative Java Developer, Derivatives IT, London
My client, a leading multi-national Investment Bank, are looking to expand their team in London and are looking for a strong Java engineer to join their Front Office Derivatives IT team. This really is a fantastic opportunity to learn from some of the brightest minds in London, while working on complex products and intricate systems. Please get in touch if the profile below matches yours and you are interested in having a no-obligation conversation about this role!
What will you get?
- £110,00 - £120,000 basic salary
- Truly exceptional bonuses
- Comprehensive benefits package
- Generous annual leave entitlement, plus birthday off and hybrid working (2 days pw)
- The opportunity to join a team of highly driven, talented people, dedicated to building market-beating financial software
What does the role entail?
- You will be a part of the Derivatives IT team, working on both structured and exotic derivatives
- You will work in collaboration with the Quants and the Traders, having a direct impact on the Front Office
- Working with an up-to-date tech stack (Java on the back end, with C++ libraries)
- An opportunity to provide an innovative impetus within the team, as a key contributor to both existing and new applications
- Extensive professional Java experience
- Strong academic background
- Familiarity with the pricing of financial risk metrics is required
The next step:
If you would like to have a confidential conversation and find out more about this opportunity, then get in touch with Hamish Waller at Harrington Starr or click on the apply button below.
Apply for this job