Description
Skills: Quantitative Java Developer Java Quant Developer Interest Rate Derivatives Pricing Risk C++ SQL ServerQuantitative Java Developer required for a leading investment bank in Paris. My client is ideally looking for someone who has a strong quantitative background, and experience knowledge working as a Java developer in a dealing room environment. The pricing and risk analysis platform is written in Java, and so the main role will involve integrating C++ quant libraries into this platform across interest rate derivatives products. Knowledge of pricing and risk is required.
Key Skills for the Java Quantitative Developer (IRD Pricing and Risk)
- Excellent track record as a Quantitative Java Developer in financial institutions
- Knowledge of Fixed Income products, with interest rate derivatives being ideal
- Experience with pricing and risk
- Previous experience in a dealing room environment
- Experience with C++ and SQL Server is required
- Grid computing experience is highly desirable, though not mandatory