Model Integration Specialist, Banking, Ldn, £700pd

London  ‐ Onsite
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Description

Model Integration Specialist (Java / C++) - Banking - London - Up to £700pd

Our 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.

To find out more about Orgtel please visit www.orgtel.com
Start date
03/2013
Duration
6 Months
From
Orgtel
Published at
20.02.2013
Project ID:
492242
Contract type
Freelance
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