Description
Our client, a leading Asset Manager, is looking for a Quant Developer to join their Investment Technology team.
They will be expected 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 Pricing & Risk Analytics team at the company.
The team is responsible for developing and enhancing the current infrastructure and pricing models which is used for valuing OTC derivatives and constructing curves for downstream systems. The team is also involved in developing the next generation strategic platform of quantitative tools and libraries which will be used across the company business.
Key Skills
- Knowledge of derivative instrument pricing for MtM & Market Risk purposes with particular emphasis on rates and inflation. Knowledge of other business areas, eg Credit and/or Equity and a willingness to learn also considered.
- 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.
- Proven experience of writing both pricing models, and the surrounding data architecture.
- Software development experience in a commercial environment with exposure to all phases of the software development life cycle, methods, controls and standards.
- Quant development experience with .NET technologies, particularly C#. Knowledge of C++ and a willingness to learn C# also considered.
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 company 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 company standards, procedures and guidelines.
- Facilitate the UAT testing and release of software solutions ensuring that adequate handover of developed solutions is done to the companies support teams.