Description
Title: Capital Markets Quantitative Developer
Location: Charlotte, NC
Type: Contract
Duration: 12 months
Our client, a leading financial institution, is seeking a Capital Markets Quantitative Developer. They need a Front Office/Middle Office/Finance system developer to build asset hedging system to support bond portfolio hedging with interest rate derivatives. Candidate will join a small team developing C# application to support bond hedging program. Needs understanding of Fixed Income securities and solid software development skill in C#.
Required skills:
-Strong analytical ability, independent problem solving, and good communication skills.
-5+ years experience with C#/.Net and SQL programming.
-Experience with: .NET 4.0, C#, WinForm, NHibernate, WCF, XML, Multi-threading, and Infragistics.
-Working knowledge of common design and development practices including full life cycle development process.
-This role is ideally suited for a strong technical developer with strong capital markets business knowledge.
-Work in fast paced, Agile development environment.
-ALL candidates MUST have Experience with Capital Markets Products (Fixed Income, Interest Rate Derivatives, FX).
-General criteria for this group is: Hard working, driven to success in a highly competitive environment, advanced degree preferred, no job hoppers, local to charlotte, no commuters.
Desired Skills
-Experience with Web Service development.
-Oracle Experience.
-Experience with Fixed Income trading system or analytics development.
-Knowledge of MBS, Treasury Bonds, and Interest Rate Derivatives such as Interest Rate Swap and Swaption.
* W2 only; No third party or 1099 candidates.*
Application Requirements- Client will not accept subcontractors
- .NET
- SQL
- C#
- Medical
- Dental
- Vision
- and Life Insurance for Full-time W2 Consultants. Supplemental Disability and Long-Term Care Insurance
- Dependent Care Assistance. 401(k) with Roth feature. Free E-learning Courses.