Quant R developer with Solvency II and Basel II

Noord-Holland  ‐ Onsite
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Keywords

Description

A leading Finance company is urgently looking for a Quant R developer min 4 years experience, to join a Solvency 2 project in Amsterdam. The role will require knowledge of data management, data, data analysis, systems architecture, solution design, R programming language (open source), J2EE, Unix, Linux, a structured approach to code development, continuous integration, version control, SQL, etc.

Key Responsibilities:
- Develop standard formulae modules using R programming language
- Document standard formulae design, conduct peer review and test the solution
- Documentation
- Implementation, deploy & hand-over
- Support planning exercise.
- Excellent communication skills and team player.

Knowledge & Skills (mandated):
- Develop standard formulae modules using R programming language
- Enterprise R design and development experience (min 5 years) in a commercial environment
- Enterprise R application design and development.
- Systems integration
- Enterprise Java development experience (J2EE)
- Web services
- Produce technical solutions against requirements specification
- Support environment setup and testers during testing.
- Experience of working within a large complex systems/projects with strict deadlines
- Work with the architecture team
- Knowledge of core R architecture
- R solution design
- Knowledge of Unix and Linux
- A structured approach to code development, continuous integration, version control, SQL, etc.
- Experience of working with Quantitative analysts.
- Experience of delivering an automated system with performance tuning
- Effective Communication
- Technical Leadership
- Experience and understanding of business and technical architecture
- Knowledge of integrated solutions
- Accurate and complete documentation

Desirable:

  • Experience of Solvency II/Basel II
  • Experience of Insurance/financial services sector

If you are interested, please sent your most updated CV to edward Olugbile ref: JS/Dev/7701

Start date
Immediate
Duration
6months +
(extension possible)
From
waterbeach ltd
Published at
20.06.2012
Project ID:
379755
Contract type
Freelance
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