Description:

Top Consultancy is looking for a with strong Market Risk experience, based in City London with a top investment bank, permanent.

Experience

• At least 8 years of development experience using C++/C+
• Solid experience of C++ concepts like templates and C++ 11 standard Library
• Past experience working with VaR modelling, scenario generation or/and backtesting is preferable.
• 5y+ experience working as quant/quantitative developer in a large quant library within a major financial institutions, with Front Office or market risk focus;
• exceptional C++, with strong capacity of abstraction and design skills;
• strong knowledge of atleast one asset class
• strong analytical and numerical skills, with desirable skills in statistical techniques used in the computation of VaR, expected shortfall etc.
• fast learner who can quickly become autonomous and take projects forward;
• dynamic attitude with an ability to easily switch from one project to the other as priorities might change along the way;
• strong attention to detail as accuracy is of the essence in such a role
• Strong written and verbal communication skills and ability to work in a team
• Proficient in code versioning tools such as GIT, SVN etc.
• Strong written and verbal communication skills and ability to work in a team
• At least 8 years of development experience using C++/C+
• Strong Experience in network programming, Multithreading/multiprocessing low latency development
• Solid experience of C++ concepts like templates and C++ 11 standard Library
• Proficient in code versioning tools such as GIT, SVN etc.

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Job Details