Description
Senior Java Developer - Multithreading, Quant, Matlab, R
* Trade Credit Insurance related credit risk models
* Solvency II Internal Model development
* Mathematical modelling and prototyping (R package)
* Followed by production*standards software implementation (Java)
Key responsibilities/achievements:
* Solution Architect for the Solvency II compliant Reinsurance Engine
* Solution Architect for the Partial Internal Model integration
* Translate business requirements into functional specifications
* Rapid prototyping of proposed solutions in SQL and R
* Datamodelling and data mapping activities
Requirements
- Core Java
- Multithreading
- Matlab or R experience
- Solvency II is a bonus
If you do not have experience in Matlab then the client may look at strong Core Java developers with multithreaeded experience and a very strong Maths or Quant background.
Please send your CV ASAP for more info.