Accessibility Links

Quant Developer

  • Location: London
  • Salary:
  • Job type: Contract/Temp
  • Job reference: CB/171756
  • Sector: Market Risk, Pricing, Interim
Job Description

A global institution are looking for a Quantitative Developer to join their FX Options Quant development team based in London. 

Initial 6 month contract paying up to £750 per day PAYE (inside IR35)

You will be responsible for following the group procedures for releases of the components needed for the Quant libraries, including model testing and documentation.

Skills required: 

Murex 3.1 knowledge of multi curves
FXO and Commoditiy Derivative experience essential
MXG Flex experience essential
Knowledge of Jekins or another build deployment tools preferable
MxML and FpML knowledge required
Knowledge of the standard pricing models used for pricing and risk in the investment banking industry
C++ experience (preferably using Visual Studio 2017)


Please ensure you have the right to work in the UK before applying. 

Similar jobs
Market Risk Quant Developer
  • Location London
  • Salary £660 per day
  • Job type Contract/Temp
  • Sector Market Risk, Interim
  • Description A global Financial Services firm are looking to recruit a Market Risk Quant Developer to support an FRTB programme of work. London based.
Related news