13 Oct
Millar Associates
London
Job description
Front Office Quant Developer, Risk Engines (VP), London
London Ref : QDRE-2807 Total to £230k + Benefits (Hybrid working) Top-tier Investment Bank Risk Models, Fixed Income, Scenarios, Trader Tools, Python, C++, AWS
Our client, a leading global Investment Bank, trades across the world’s most dynamic markets with a reputation for state-of-the-art technology.
They now seek an experienced Quant Dev to help develop their Front Office strategic risk engine and integrate end-of-day, intraday and pricing systems as they replace the legacy valuation engine across asset classes.
Youi will also assist in the deployment of trader Tools & Apps into their new Front-end trader-facing desktop Cloud compute system.
Based on their London trading floor, you’ll gain great exposure to highly talented quants, traders & technologists!
You'll collaborate with several teams as a main contributor to build a pricing service, where the backend features AWS-based platform running containerized risk-engine and also various analytical libraries (C++ based).
The project also involves API design and re-componentizing current system.
▶️ Front Office Quant Developer
🖊️ Millar Associates
📍 London