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|Equity Derivatives Quant Dev C++
||£120k-£175k total comp depending on experience
|| Top European bank currently seeks a Quantitative Developer to implement financial and statistical models (e.g., multi-factor, fair value, parameter estimation etc.) in C++ libraries. Ideally you will have at least 3-4 years of recent practical experience applying models in fixed income markets for a sell-side firm. For this role you will need to have a structured quantitative background in investment banking with knowledge of risk methodologies, trading strategies and options pricing (modelling/quant analysis or trading). This will be supported by at least three years of recent experience of C++ development in a quantitative environment. A masters Degree or Ph.D. in a quantitative discipline (e.g., finance, statistics, econometrics, mathematics, physics, engineering) is required.
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