(IT) Quant Developer - C++ - Exotic Commodities Pricing Platform

Location: City, London   

My client is an investment bank in the City who are looking for a quantitative developer on a contract basis. The role will involve working on a new pricing system for exotic commodity derivatives. The platform comprises a managed C++ Back End, and .NET Winforms smartclient. You will be required to work closely with the quants, implementing models into the system and undertaking significant C++ design and development. You must have a solid background in quantitative development within a structured derivatives environment. Your core skill must be C++, preferably with its managed extensions. Experience of .NET would be nice to have, as would knowledge of commodities.

Type:ContractLocation:City, LondonCountry:EnglandContact:Chris PearseAdvertiser:Huxley AssociatesReference:JSIT HAUS1023 D1803CHPA12022940 AD00660991