Quant Developer/Architect – Interest Rates Flow, C++, Director
My client, a tier 1 investment bank, require a senior quant architect to work on a flow interest rates analytics library.
Your main task will be working on a risk framework, pulling risk off securities interfaces and building risk calculation frameworks in C++. As a senior architect you will be required to provide architectural input and direction to the rest of the team; liaise with quants and traders to define their requirements and mentor junior members of the team.
You should have: in depth knowledge of interest rate or FX products with a good appreciation of the mathematics behind them; expert knowledge of C++; a strong academic background; experience of liaising with quants and traders and previous experience of architecting a system.
Please e-mail all applications to: jonathan.saville [at] nicollcurtin.com