Description
We are currently searching for a senior c# developer (quant) to support the project team in designing, implementing and testing financial models. The end client is based 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# 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 language 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
- Min 5. Years experience in C#/.NET design and development Knowledge of financial derivatives
- Knowledge of insurance products
- Familiarity with rates, FX, and equities markets
- Strong object-oriented analysis and design skills
- Writing unit tests and testable code
Are you interested and available anytime soon? Please respond ASAP with your latest resume!
Michael Bailey International is acting as an Employment Business in relation to this vacancy.