Description
Our client, a leading Asset Manager, is looking for someone to contribute to the analysis, design, development, testing and implementation of software solutions in order to meet the requirements of projects and tasks undertaken by the Quant Development team at Insight.
Key responsibilities
- Work with FO users, business analysts and managers to understand business requirements.
- Work with colleagues to design software solutions to address these requirements within the context of the systems architecture and current toolset.
- Develop and implement quality software to implement the design within the agreed scope, time and budget constraints and in accordance with the companies standards, procedures and guidelines.
- Facilitate the UAT testing and release of software solutions ensuring that adequate handover of developed solutions is done to Insight's support teams.
Key Skills
- Knowledge of derivative instruments pricing for MtM purpose with particular emphasis on rates and inflation.
- Knowledge of yield and inflation curve construction.
- A good understanding of pricing input Datamodelling and workflow.
- Good mathematical background with the ability to understand complex mathematical notations and implement solution into code.
- Software development experience in a commercial environment with exposure to all phases of the software development life cycle, methods, controls and standards.
- Building effective relationships within and across IT, Investment Risk teams and FO users.
- Quant development experience with .NET technologies (C#, C++/CLI) and C++. OO experience
- Good knowledge of Excel and Excel VBA.
- MS SQL