Naukrijobs UK
Register
London Jobs
Manchester Jobs
Liverpool Jobs
Nottingham Jobs
Birmingham Jobs
Cambridge Jobs
Glasgow Jobs
Bristol Jobs
Wales Jobs
Oil & Gas Jobs
Banking Jobs
Construction Jobs
Top Management Jobs
IT - Software Jobs
Medical Healthcare Jobs
Purchase / Logistics Jobs
Sales
Ajax Jobs
Designing Jobs
ASP .NET Jobs
Java Jobs
MySQL Jobs
Sap hr Jobs
Software Testing Jobs
Html Jobs
IT Jobs
Logistics Jobs
Customer Service Jobs
Airport Jobs
Banking Jobs
Driver Jobs
Part Time Jobs
Civil Engineering Jobs
Accountant Jobs
Safety Officer Jobs
Nursing Jobs
Civil Engineering Jobs
Hospitality Jobs
Part Time Jobs
Security Jobs
Finance Jobs
Marketing Jobs
Shipping Jobs
Real Estate Jobs
Telecom Jobs

Quant Analyst C++ Expert

Job LocationLondon
EducationNot Mentioned
Salary£700.00 - £834.00 per day
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypeContract , full-time

Job Description

Job Title: Quant Analyst (C++ Expert)Location: LondonWorking Model: Hybrid (2 - 3 days in the office can be required)Duration: up to 6 months minimumDaily Rate Available: up to £834 UmbrellaInside IR35 via Umbrella: Paystream, Danbro, FocusedDescription:

  • The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBC
  • To design, develop, test and document the models developed to HSBC standards
  • Develop technical solutions for the desk as required
  • To provide rapid fixes to any issues identified in the models
  • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)
Ideal Candidate / Experience Required:
  • 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • C++ experience (preferably using Visual Studio 2017)
  • Excel VBA experience required
  • Python experience preferred
  • Experience with IBOR a plus
  • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
  • Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
  • Strong C++
  • Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
  • Good knowledge of Excel.
  • Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.
  • Knowledge of distributed computing and serialisation techniques preferred.
  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time
Omair Langah

Keyskills :
C++ Quant Analyst XVA Python Fixed Income IBOR Visual Studio

APPLY NOW

Quant Analyst C++ Expert Related Jobs

© 2019 Naukrijobs All Rights Reserved