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NJF Search
  Company Profile
NJF Search International is a boutique Executive Search Recruitment Consultancy that specialise in a plethora of positions and asset-classes within the financial markets industry.

We have harnessed a truly impressive reputation with some of the world’s leading Financial Institutions who continue to retain NJF Search International on an annual basis. We are dedicated to providing all our clients and candidates with the most effective and efficient recruitment solution possible.

We work with some of the industries leading Investment Banks and Hedge Funds across the globe. Indeed, we have a substantial presence in London, New York, Chicago, and Asia and work with our clients in helping them expand and improve their businesses.

Collectively, NJF Search International has acquired well over 30 years of Executive Search recruitment experience and we pride ourselves on adding significant value to both our clients and candidates alike. Our overall business goal is to make the arduous and often frustrating recruitment process as simplistic and painless as possible.

Unlike other Consultancies, we do not seek to be all things to all people. Rather, we focus on a number of specific areas and concentrate wholly on these.

We concentrate on the following spaces:
Trading
Quantitative Analysts / Developers / Research
Technology

 
  Job Details 
Title: 

Real-time C++ Risk Engine Developer

Posted On:  12/6/2017 2:41:00 AM
Designation: 

Real-time C++ Risk Engine Developer

Qualifications:  Graduate
Essential Skills: 
SkillsSpecializationYears
C/C++ 6.0-2
Job Tenure:  Full-time Only
Salary Offered:  As per industry standards
Job Location:  London England United Kingdom

  Job Description
The project will designing and building a real-time multi-asset pricing and risk engine for the emerging market desk in C++. The ideal person will to do this must have a strong programming background with significant experience using C++. There will be significant interaction with traders and quants so we need someone with good interpersonal skills. Prior experience building a real-time pricing engine would be useful but we are not limiting our search here. We are interested in speaking with talented quant developers who have prior experience developing real time systems for either structured products or high frequency trading as the skill set is likely to be very similar.


Requirements:

• Strong C++

• Experience building real-time systems.

• Strong academic background in computer science / electrical engineering or a similar.

• Some knowledge of derivatives and their associated pricing mathematics would be useful.

• Good interpersonal skills and able to work in a large collaborative group.

If you meet the above skill sets, kindly apply online.

  Contact Information
Reference Name (If Any): 





 
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