Apply 0 saved job saved jobs View View all
We use cookies to provide you with the best possible browsing experience on our website. You can find out more below.
Cookies are small text files that can be used by websites to make a user's experience more efficient. The law states that we can store cookies on your device if they are strictly necessary for the operation of this site. For all other types of cookies we need your permission. This site uses different types of cookies. Some cookies are placed by third party services that appear on our pages.
+Necessary
Necessary cookies help make a website usable by enabling basic functions like page navigation and access to secure areas of the website. The website cannot function properly without these cookies.
Resolution Used to ensure the correct version of the site is displayed to your device.
essential
Session Used to track your user session on our website.
essential

+Statistics
Statistic cookies help website owners to understand how visitors interact with websites by collecting and reporting information anonymously.
Analytics We employ Google Analytics as third party analytics services. This helps us analyse how users interact with our website and to identify patterns. Google Analytics IP address anonymization is also employed, which means we do not store any personal information. This stops individual user identification and re-marketing activities.
essential


Show purposes

Core Quant Developer – London

Apply 2019-01-09 15:04:09 1970-01-01 Henlow

Core Quant Developer – London

Date posted: January 9, 2019
London, United Kingdom
Permanent
Job description

Core Quant Developer – London

Associate / VP level Quantitative Developer to join a Tier 1 Investment Bank focusing on high performance computing. The team focuses on vectorization, compilers, efficient algorithms and the architecture of cross-asset pricing libraries.

Experience:

  • Strong software development skills in OO programming (C++, C#, Java etc.)
  • Strong problem-solving skills.
  • Python, CUDA/GPU experience desirable.
  • Strong interpersonal and communication skills (verbal and written).
  • Ability to work in a fast-paced environment.

Responsibilities:

  • Optimising code for core library frameworks that price derivatives and calculate risks.
  • Liasing with asset aligned Quant teams to gather necessary requirements.
  • Supporting end users of the library.

Qualifications:

  • Msc or PhD in a relevant field (E.g. Computer Science, Maths, Engineering, Physics).
Reference: QD-19-05
1