Description
For a client of ours in the financial industry, we are looking for a quant integrator specialized in Interest Rate Derivatives.
Start date: ASAP
Location: Brussels, Belgium
Duration: 6 months +
Languages: English. French is considered an asset.
Our client would like to extend the team with a quant integrator. The Quant Integrator profile is ideally a person with a degree in Mathematics or Physics with programming experience in a dealing room environment. The scope of financial products is Interest Rates Exotic Derivatives, Credit Linked and Inflation. The programming skills required include core Java development, SQL Server, C++. The mission will consist in integrating C++ Quant libraries in an internal Java Pricing and Risk analysis platform.
Typical projects include:
- The development the IRD Real Time Pricing tools and ultimately integrate them in MAPP (Multi-Asset Pricing Platform)
- The implementation of OIS discounting in the Pricing and Risk Platform
- Financial Product integration with coordination with Quants, MRM and Trading across locations (NY, Sing, Bru).
Hard skills: Multi-threaded core Java development, SQL server, Swing, C++, Grid computing/Datasynapse.
Soft skills: Fast learner, Stress resistant, Flexible mind able to improvise, Independent, Risk management/Trading/Dealing room literate
The team of around 10 people:
- is organised in a DevOps team
- is composed of mostly Senior profile
- is located in the dealing room in BRU
- follows AGILE methodologies