A leading financial institution is rewriting all of its cross asset pricing and risk systems into one strategic, firmwide platform. This firm puts its technology teams first, knowing that a successful business must be built on a foundation of world-class computer scientists and engineers.

 

You will be facing off directly to the Fixed Income quants and traders to understand their business needs, particularly from an intraday pricing perspective, to implement these in C++ (with some Python) into the new cross-asset pricing and risk system.

 

Must have:

  • Expert high-performance C++ knowledge on Linux, proven by 5+ years financial experience
  • Solid understanding of the Fixed Income business including Greeks, Yield Curves and Pricing Theory
  • Previous and extensive experience facing off to business stakeholders

 

Nice to have:

  • Python engineering experience
  • Intraday trading platform experience
  • Knowledge of risk/PnL calculations

 

Benefits:

  • Market leading salary and bonuses (up to £150k base)
  • Leading non-contributory pension scheme
  • Healthcare, paid holiday

 

Please contact Seb.Coughlin@StanfordBlack.com or call 0208 057 9260 for more information.