Mungkin ada yang berminat kerja di London.
The role is initially contract and the rate is negotiable depending on relevant
experience up to £800/day.
salam,
-Irsal
Hi Irsal,
My financial client is looking for an expert C++ Quant Developer to work in
Front Office Exotics Interest Rate Derivatives team working closely with the
Quant research team in London.
The successful candidate should expert Exotic Interest Rate Derivatives
knowledge.
Responsibilities include:
- Develop/ maintain core infrastructure behind the cross-analytic library
dealing from Vanilla to Exotic products.
- Develop new infrastructure and Yield Curve Modelling.
From the technical side, you should have expert C++ development skills.
The role is initially contract and the rate is negotiable depending on relevant
experience up to £800/day.
If you believe you meet the requirements, or know of anyone that is,
or indeed have any questions in regards to this, then please do not
hesitate to contact me (020 7469 5050) or pass my details on.
Regards,
Lee Ballen
IT Division
Huxley Associates
