Description
C++, Sophis, Murex, Python, Quantitative Models, Derivatives
My client a leading consultancy are currently looking for a C++, Sophis contractor to support validation and testing of derivative pricing models currently implemented in Sophis.
The role requires strong knowledge of derivative valuation modelling. The work will be conducted onsite in Amsterdam.
- More than 5 years of relevant industry experience (preferably at an IB) in a quantitative environment, with strong capability in valuation systems, C++.
- Expert Sophis
- A strong interest and familiarity of financial products and quantitative models.
- Development skills in Python, C++.
- Strong communication skills (both written and verbal). Experience in interacting with Front Office, Quant Analytics, Risk and validation functions is a plus.
- An understanding/awareness of BIS, ECB and PRA regulatory requirements preferred (not mandatory).
Please send an up to date CV or call for a confidential conversation.