C++ Developer Banking (C++/UNIX/Perl/Scripting/FX/Options/C++/Boost)
£70,000
Based: London Type: Permanent Start date: Flexible Date posted: 17/12/2009
C++ Developer Banking (C++/UNIX/Perl/Scripting/FX/Options/C++/Boost) with excellent knowledge of volatilities (smile, surface, conventions) implied volatilities
(C++, FX / Derivatives, UNIX, Quant Analyst, Options / Derivatives / FX OOD, UNIX scripting, Perl, Multi-threading, Boost library, FX Options experience OTC FX, Commodity, Equity, or Cross-Asset Derivatives/Structured Notes is essential) The successful C++ candidate will have the opportunity to work for a leading global financial organisation working within the FX derivatives department developing in C++ over UNIX.
The candidate must have previous FX finance industry exposure developing in C++ within investment banking and will ideally have knowledge of FX options, integrated FX modules and FX pricing systems and FX Quantitative Analyst exposure. Excellent knowledge of volatilities (smile, surface, conventions) implied volatilities is essential.
The candidate will be expected to have high technical knowledge of C++ over UNIX with multi-threading and will be creating and enhancing business objects. The FX candidate is expected to have full development life cycle experience in C++, excellent problem solving abilities and will hold a scientific degree of a 2.1 or above from a leading university, equities experience.
The candidate will be given the opportunity to work with world’s leading C++ in the finance industry and offers excellent career progression. (C++, FX / Derivatives, UNIX, Quant Analyst, Options / Derivatives / FX OOD, UNIX scripting, Perl, Multi-threading, Boost library, FX Options experience OTC FX, Commodity, Equity, or Cross-Asset Derivatives/Structured Notes is essential)
For further information please contact Daniel Morrison on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Daniel.Morrison@AnsonMcCade.Com
Reference: AMC*DM/3575. To apply for this vacancy: email Daniel Morrison