Large global bank's quantitative development group requires (very) strong technical team leads with strong financial markets experience and ideally quantitative qualifications.

Both positions in structured products: one in Interest Rates, one in FX.

The quant developers will work on pricing and framework for the bank’s core platform across a range of traded products in the complex/exotics arena. The client is looking for people with extremely strong (and deep) C++ experience, and will be evaluating candidates’ skill with a rigorous technical test. They anticipate you will have seen at least one asset class, and that you can bring a high degree of mental agility to the job – they are looking for people who will design wider solutions rather than simply implement specs, and are willing to pay accordingly.

You will be working directly with the existing London team and managers and with the local traders and risk managers.

You will need sufficient personal strength and confidence in your own ability to take charge of a team of quant.developers and to lead them from the front.