Description
Our client, a leading asset manager are looking for a highly experienced Quant Developer on a 12 month contract to contribute to the analysis, design, development, testing and implementation of software solutions. This is to work on a large project to migrate some Legacy code into their pricing library.
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 their 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 their standards, procedures and guidelines.
- Facilitate the UAT testing and release of software solutions ensuring that adequate handover of developed solutions.
Skills/Requirements
- Knowledge of derivative instruments pricing 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.
Technology
- 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#) and C++. OO experience
- Good knowledge of Excel and Excel VBA.