Dear All, The global quantitative analytics group of a London based 1st tier investment bank is urgently searching for a strong quantitative developer, with proven experience of functional programming languages. The group is responsible for the research, development and implementation of quantitative models across all Rates asset classes. Initially, the main function of the job will be to contribute to the extension of their payout framework. The framework has been developed within the Equity Derivatives area and is based on Haskell. In the long term you will be responsible for the cross asset payout technology. This is great permanent opportunity to join a first tier investment bank and a very successful desk. You will be able to apply cutting edge functional programming language knowledge in a real world situation, with both great exposure to the business and multiple asset classes. A strong candidate will have a great quantitative education and have a experience of functional programming (Haskell, ML, CaML) as well as C++ experience. Any knowledge of financial products is a plus. If interested in the role or would like to discuss functional programming opportunities within finance, please send an up to date CV and give me a call. Regards, Kyle Kyle McBeath | Quantitative Development Consultant Orgtel Finance 5th Floor | 140 Leadenhall Street London | EC3V 4QT T: 0207 3372323 http://www.orgtel.com This email is confidential and intended solely for the addressee. If you are not the intended addressee, please notify Orgtel immediately. If received in error, you must not disclose, copy or otherwise distribute the contents of this email. If you do not want to receive further emails from us about our services, or wish to query how your personal data is held by us, please contact us via email at dataprotection@orgtel.co.uk You can view our privacy statement at: http://www.orgtel.com/privacy_statement.html