C++ Quant Development Lead/Manager (C++/Structured Products/Grid).  Senior C++ technical manager/lead developer/team lead required for leading global investment bank. Leading a team of up to 15 developers and quant developers, you must have previous experience of managing at least 5 people in a fast-paced technical front office environment, working alongside traders and quants.  The technical environment is focussed on C++, although any experience of Java would also be of interest. 

You will be in charge of major projects in grid computing with DataSynapse as well as integration of quant libraries into risk management platforms.  Working in Structured Credit Derivatives Risk Management, you must have a proven background in derivatives pricing and risk management from a managerial perspective.  You will be expected to have a proven business understanding ideally in Financial Risk or Credit Derivatives, although any background in Interest Rate Exotics, Fixed Income or Hybrids would be of interest.  Knowledge of Murex or of ABS/CDO/CDS products would be a significant advantage.  This is a role with international scope, liaising with New York and Paris, so any degree of fluency in French would be nice to have.

For further information please contact Rowan Sallows on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Rowan.Sallows@AnsonMcCade.Com