Quantitative Developer C++

  • Location: Toronto, Ontario
  • Type: Contract
  • Job #1396
Quantitative Developer (C++) 
(5 Months+ Toronto/ Work from Home)

WFH (once on site 40 King Street W, Toronto)
Hours: 9am-5pm (flexible)
Positions: 3

Story Behind the Need:
Business Group: FICC GAFE, England is seeking 3 Quantitative C++ Developers for a large scope project regarding the benchmark rate taking place industry wide. The Team is responsible for ensuring the analytics surrounding them are ready and tested for the benchmark report. They are currently halfway through this section, however it is anticipated to go on for another year (the overall project is anticipated to be ongoing).

Typical Day in the Role:

  • C++ development testing
  • Integrating with other systems and languages
  • Re-write of C++ Analytics library
  • Provide framework for analytics development
  • Provide Robust Integration and Testing Platform. Development / Improvement plus Daily support to ensure smooth operation
  • Integration across various systems and architectures.
  • Implementation of new C++ code
  • Support of model developers.
  • Delivery of new front office tools / infrastructure

Must Have Skills/Requirements:
1) Quantitative Development – C++ (Implementing core models in C++, core elements & library of C++)- 5+ years of hands on experience
2) Finance experience (interest rate and risk management) -3+ years of hands on experience
3) Development on Windows and Linux – 3+ years of hands on experience

Nice to Have Skills:
– Interest rate modeling experience
– Python
– Masters or PhD in Mathematics, Finance, Physics or Electrical Engineering (highly preferred)

Soft Skills:
– Strong communication skills – written and verbal
– Team player, collaborative
– Hit the ground running, self sufficient, self starter
– Strong in analytics*

Education:
Bachelors Degree in Finance/Engineering/Mathematics etc. 

Interview Process:
3 -Step Process: Screening with Hiring Manager, take home online C++ testing, 1 final interview with Hiring Manager & Other Members of Team
– Interviews are to take place ASAP

Additional Notes:

  • Quantitative Development C++ experience at a bank (front-office) is highly preferred (needs to be hands on*)
  • Value and derivates in C++
  • More focused on interest rate
     

To Apply: 

Please apply with resume in Word format.

About Us:

We specialize in the recruitment of high performing, talented, Accounting, Finance, and Project Professionals who are being sought after by top tier companies for permanent, contract and project opportunities in Banking, Finance and Accounting. As a relationship first company, we build win-win partnerships with the candidates and companies we work with. Our focus is to make sure that we get it right the first time saving you time, money and energy during the search process. As your trusted recruitment advisor, we work hard to ensure that you have the very best experience in your search.