Description
Our client, a leading fund manager based in London are looking for an experienced Quantitative Developer to join their team on an initial 12 month contract basis.
This is to work on a long-term project to update their infrastructure and pricing library from Legacy to new code as well as developing the next generation strategic platform of quantitative tools and libraries.
Role Responsibilities
- Work with Front Office 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 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 is done to support teams.
Skills/Experience Required
- 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.
- Quant development experience with .NET technologies, particularly C#.
- Knowledge of C++ and a willingness to learn C# also considered.