London, United Kingdom
Salary: £80,000 - £100,000 + Bonus +Benefits
Front Office, MSc, C#, .NET, WCF, Extreme Optimization, Excel-DNA, Commodities, Stochastic Modelling, OTC, Derivatives, Trade Idea Generation, FX, Options, Monte Carlo, PDE, Risk Frameworks, Coding Architecture, P&L, Pre Trade Analysis, Post Trade Analysis, Risk, Rates, Mathematical Modelling
A leading inter-dealer brokerage is seeking a passionate Quant Developer to join their innovative organisation and work within the front office team. This organisation is a technology house built by technologists and the CEO is heavily involved with all areas of the business. You will be developing quant models and interacting with the trade floor team and sales team to build out a new Greenfield quant library.
This role is open for the capable and motivated mathematician with software development expertise. You will be required to have exceptional mathematics & quantitative skills and be seeking work within a well-established trade house from either working in a front office environment within any financial organisation. This organisation are seeking a skilled .Net developer with strong skills in WCF and extreme optimization.
You will need to be a highly motivated self-starter to take on Greenfield development and consistently solving financial and mathematical problems and employing solutions into new and existing libraries. You will gain experience in areas such as, stochastic differential equations, comprehensive probability and statistics, information entropy, numerical & analytic optimisation, graph theory, time series, Markov-Chain Monte-Carlo, generalised linear models, partial differential equations and machine learning algorithms.
Key requirements for this role are as follows:
- Very strong academics from A-levels to degree (2:1 or above) – Essential
- Exceptional mathematical skills– Required
- Experience with C# .Net programming on an enterprise level, coupled with WCF and extreme-optimization – Required
- Enterprise level programming with one of the following languages; C#, Java, C++ - Required
- Front Office experience as a Quant developer in the financial sector – Required
- No more than 3 years’ experience as a Quant developer – Required
- MSc or PhD in a numerate disciplined degree from a red brick University – Desirable
- Creating Monte-Carlo engines - Desirable
This opportunity provides great challenge as a Quant developer specialist in an innovative environment. This role will offer a busy front office environment, where you will work alongside a tight-knit team of Quant Analysts and software developers. This role is suitable for people with financial domain experience and strong quantitative development skills. Not only this, you will be working with a great team culture and have the opportunity to impact a business with your innovative approach to the quant project life cycle.
Please contact Jon Kay @ Harrington Starr for more information.