C++, FX / Derivatives, UNIX, Quant Analyst, Options / Derivatives / FX OOD, UNIX scripting, Perl, Multi-threading, Boost library, FX Options experience OTC FX, Commodity, Equity, or Cross-Asset Derivatives/Structured Notes is essential) The successful C++ candidate will have the opportunity to work for a leading global financial organisation working within the FX derivatives department developing in C++ over UNIX. The candidate must have previous FX finance industry exposure developing in C++ within investment banking and will ideally have knowledge of FX options, integrated FX modules and FX pricing systems and FX Quantitative Analyst exposure. Excellent knowledge of volatilities (smile, surface, conventions) implied volatilities is essential. The candidate will be expected to have high technical knowledge of C++ over UNIX with multi-threading and will be creating and enhancing business objects as well as integrating and re-factoring large complex analytical software applications/functionality. The FX candidate is expected to have full development life cycle experience in C++, excellent problem solving abilities and will hold a scientific degree from a leading university, equities experience. The candidate will preferably have a 2.1 or above degree from a leading university and grade A’s at A Level. You will be working alongside some of the greatest C++ developers in the world with outstanding opportunities for progression.  The candidate will be given the opportunity to work with world’s leading C++ in the finance industry and offers excellent career progression. (C++, FX / Derivatives, UNIX, Quant Analyst, Options / Derivatives / FX OOD, UNIX scripting, Perl, Multi-threading, Boost library, FX Options experience OTC FX, Commodity, Equity, or Cross-Asset Derivatives/Structured Notes is essential)

For more information please call James Reece on 020 7780 6700 or send your CV to James.Reece@AnsonMcCade.com