Description
C# Developer - Credit - Hedge Fund
C# Developer with Credit/Credit Derivatives knowledge required by London based hedge fund to work in the Quantitative Development team within a wider project serving the Credit Trading desk. This is a 6 month rolling contract paying up to £900 per day for candidates with relevant experience.
In your role as C# Developer, you can expect to work closely with Credit Quantitative Analysts in helping them migrate their proprietary pricing models from Excel to C#/.NET.
Prospective C# Developers must have a combination of the following experience:
- Previous experience working with Credit Quant Analysts
- Strong Computer Science fundamentals (Data Structures, Algorithms etc)
- Extensive knowledge of C#/.NET (preferably ASP.NET Core 2.0)
- Credit/Credit Derivatives/Derivatives knowledge - Must have
- Excellent academics
If you believe your experience falls in-line with the above, they will be looking for:
- Strong communication skills (you will be working closely with Quants on a daily basis to help migrate their strategies to a new system)
- An ability to commit to your decisions, assess situations and adapt accordingly
- A self-starter with an energetic and enthusiastic personality
If you would like to be considered for a contract role as a C# Developer in an exciting Credit Derivatives team, please send your most recent CV to the link provided.