C++ Quantitative Developer - Director/Senior Director - London

Job description A wonderful Quant Dev role has arisen within the Quant Group at a longstanding client of mine in London. I have helped to build this team over a period of many years and people just never leave - hiring is all based on growth and every individual gets on well with each other, inside and outside of the office. The management team are incredibly decent people and all have a terrific academic and professional pedigree. It sounds all too good to be true but take it from me, it is all true. Role The Quant Group is a global, cross-asset team, that builds the software and analytics that underpins the Global Markets business. The analytical software developed by the Quant Group is widely used across the investment bank, helping the Distribution team to price trades and serve clients, Trading to manage their risk and Structuring to identify new client opportunities. The team is split between London and other major global hubs, with this role being based in London. This investment bank has assets approaching £150billion and the parent company some £600billion. Within the Quant Group you will actively work on the quantitative analytics library and ensure engineering excellence, taking a proactive role in improving the software architecture and providing computer science advice to other quants. You will be exposed to the full range of software development activities including design, implementation, refactoring, build systems and DevOps. As an exceptional computer scientist with knowledge of global markets you will act as an advisor to other quants in the group on topics related to computer science. Key Responsibilities Refactoring of the Exotics library using C++ Design high quality solutions to engineering problems in the quantitative library Ensure constant improvement to the code base Act as an advisor to other quants on computer science topics Maintain DevOps environments for the quant library Develop and maintain a flexible language for describing derivatives for the purpose of pricing and risk management. Knowledge and Skills Above all they are looking for a top-class quant dev with excellent interpersonal skills and would like to hear from a wide range of applicants. Although individual candidates will come with diverse backgrounds, the following specific attributes are a useful guide to the level of performance expected: A degree in Computer Science or related subject (masters or PhD an advantage) 5 years of software development experience in global markets or related area Expert in C++ and a high proficiency in other languages a plus Experience in developing derivative pricing libraries or related software Experience with DevOps, operating systems, scripts and general software development practices Knowledge of financial markets and derivatives modelling Previous experience of developing scripting languages for derivatives would be a bonus but is not essential Experience in Monte Carlo simulation and/or AAD methods is a plus but not essential A broad knowledge of concepts from computer science and the ability to use these to solve practical problems Excellent interpersonal skills and teamwork Highly motivated with a genuine passion for finding elegant and practical solutions to technical problems Agent's notes This role will be at Director or Senior Director level – base salary £130k-£175k plus a generous bonus Promotions happen often - there is no glass ceiling. The company benefits are excellent The team regularly go skiing or on hiking trips together (if you like that sort of thing). The office is perfectly situated in the 'old' City of London. I would expect you to stay here for many years I will reply to every applicant personally. Please read the spec carefully. If you don't have strong C++ and quant library experience then you are unlikely to get an interview. Sorry.