Description
We are currently searching for a quant developer in The Hague, THE NETHERLANDS. This is a contract position for about 6 months with the possibility to extend and for an interesting end client!
Job description
The Quant Development team develops, maintains and constantly enhances a robust framework of proprietary C#/C++ analytical libraries. The two main applications that are supported are:
- A calculation engine with the implementation of the internal model for the purpose of Solvency Capital Requirements and Risk Management
- An Economic Scenario generator used among others for the market consistent valuation of insurance liabilities.
Your main responsibilities
- Support the Quant Development team with code refactoring and rebuilding
- Write clear and well-structured code in Object Oriented programming languages (C#, C++), including graphical user interfaces and interaction with databases
- Develop tests, write documentation, reconcile differences with the existing implementation
- Closely interact with other developers, quantitative analysts, business information analysts and business end users
- Good communication with all relevant stakeholders
Your profile
- Bach or master degree in Computer Science or other relevant educational background relevant for software development
- Work experience and a passion for programming; proven ability to write well-structured code in an Object Oriented programming language (C#, C++ preferred)
- Experience in building software in medium or large software development teams, preferably in the context of banking or insurance
- Experience with databases and software testing (unit tests, integration tests, performance testing, etc.)
- Familiarity with financial instruments and the techniques to price them
Are you interested and available anytime soon? Please respond ASAP with your latest resume or call for me and ask for Jitske
Michael Bailey International is acting as an Employment Business in relation to this vacancy.