Description
We are seeking a FO Quant Developer to work contractually on-site with one of Europes largest hedge funds. They operate in the macro space, and this role would be positioned on their Credit desk. The role needs someone to come in and augment their Credit framework i n an existing library. The in-house library is cross-asset and written predominantly in C++. Additionally there are supporting services written in Python - the ideal candidate would also have Python experience or a desire to learn. The firm does not need a credit expert, but someone competent and interested in financial products and asset classes; as there will be high interaction with investment professionals. Duties/Responsibilities: - Developing core C++ credit analytics - 3 years quantitative experience working with Credit products (Loans, TRS on Loans, Preferred Bonds, CDS Index Options) - Strong C++ Experience - Experience working with existing code bases - Ideally Python experience/interest not essential - Strong communication Competence/Other Requirements: - Strong communication skills, comfortable interacting with traders and risk managers. - Self-management - Attention to detail If this sounds of interest, then please do apply. If you are interested, please do send an application.
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