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Senior Quant Developer

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2011 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/11/2017



Selby Jennings has started working with a global $50BN aum hedgefund who are looking for a new quant developer to join one of their offices in Germany. If you are interested in honing your software implementation and modelling skills with exposure to a variety of asset classes, please keep reading below!

To apply for this position you will have a professional or academic background within stochastic finance and software development  

Responsibilities include:
- Software implementation of asset models and pricing routines
- Optimise and rewrite existing codes
- Develop specification for market variables
- Develop estimation and recalibration tools

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification – PhD or MSc preferred
- Extensive experience in software implementation using any major programming language
- Any experience developing a UI is a plus
- Any experience implementing the Heston equity model will be of benefit
- Academic or professional experience within stochastic finance/modelling
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

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