Looking for a senior developer / quant type role outside of the city; without compromising on salary? Our client have a stochastic modelling tool which, amongst other things, is used to optimise very high-dimensional functions (for example non-linear functions of 800 variables) and/or find roots of non-linear equations. They wish to extend their current algorithms and techniques further on an on-going basis so as to ensure that they remain world-class in their functionality. The role requires: · A hands-on technical mathematical development role. The Requirements · The candidate is likely to have an PhD, or equivalent experience, in the field of [non-linear] optimisation and root finding and detailed knowledge of numerical methods and their application. Please note: even if you don't have exactly the background indicated, do contact us now if this type of job is of interest - we may well have similar opportunities that you would be suited to. And of course, we always get your permission before submitting your CV to a company. Quantitative Developer – C++, C#, numerical optimisation, finance, Cambridge.
Do you have experience of numerical optimisation algorithms, and applying such algorithms in practical business situations?
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Our client creates innovative modelling, analysis and predictive software tools for use by professionals in the financial services sector. They're well established in Epsom,...Optimisation Modeller (019261)
· Working within an agile rapid development process.
· developer/quant who can assist with pushing the technical capabilities of the software’s optimisation and root-finding functions.
· The successful candidate will be involved in research and development, literature review, prototyping and benchmarking, and then implementation of the chosen algorithms within the product.
· As an on-going and developing field of research, this is expected to be an open-ended R&D post, although the numerical-developer/mathematician skill-set that it requires could well be deployed to tackle other algorithmic problem areas of the code.
· Prior exposure and knowledge of use of distributed systems in this field may be an advantage.
· Good with OO programming basics, ideally with experience of either C++ or C# and programming in a .NET supported language such as C#.
· Experience with Excel
· Excellent verbal/written communication skills.Similar Jobs

