Description
Fixed Income SQL Developer. .Net, SQL Server, SQL Developer, Bond Curve Analytics, London, Front Office Quant Developer, SQL 2008, Bond Analytics, Index, indices, Yield curves, C# Developer, architecture, architect, SQL Developer, Fund Management, Asset Management, Pricing, Investment Banking.
The Quant Research and Analytics group of a highly profitable financial institution requires a business facing, well rounded SQL Developer work with the Quant Analysts to design and deliver a Fixed Income Pricing system based on SQL Server ), with client and Server Side components in C#. Working closely with the Quantitative Analysts, you as the main designer and Developer will design and deliver the system and associated applications from a blank sheet of paper, so you can get it right from the outset. Technically the primary skill set for the Quant Developer is strong SQL (MS SQL/SQL Server, some DBA or SQL Optimisation knowledge useful) and knowledge of C# back and Front End.
Although you will work very closely with the business, this is no RAD project; you will be delivering a structured, sophisticated system for a growing business. The SQL Developer will have probably 8+ years experience as a Quant Developer gained primarily in a Fixed Income environment, and as a result having good understanding or Fixed Income and Interest Rate products (primarily vanilla but some Interest Rate derivatives) ie Calculating bond metrics; duration, convexity and/or Bond maths, Yield Curves. Some C# is preferred.
The team believe in work life balance and stick to core hours, not 10-12 hr days and produce systems quickly without copious amounts of needless process. That said, these are well thought out, structured and fully integrated applications that the business need and will rely on.