Description
Model Integration Specialist (Java / C++) - Banking - London - Up to £700pdOur Client, an investment bank, are currently looking for a Model Integration Specialist to work in their London Office, on a long-term contract basis.
The successful candidate's main duties will be:
* Integrating quantitative models within the FXO Valuation Service architecture. This involves liaison with the quantitative development team
* Extensive unit and regression testing of pricing suite
* The successful candidate will be expected to adopt the procedures and practices currently in-place to help ensure quality and consistency within the evolve platform
Essential Skills:
* Java mastery essential. The candidate must have a very strong grasp of idiomatic Java SE, and will have experience of working with a wide range of supporting library sets.
* C++ essential. The candidate must be capable of C++ development and integration.
* Extensive Front Office derivatives IT development
* Exposure to FX Options Front Office trading environment
* Detailed understanding of FX Options market, conventions, market data, valuation models, risk metrics
* Excellent Communication skills
If you are interested and meet the above requirements please send me your latest C.V and I'll call you to discuss in further detail.
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