Description
For a client of ours in the financial industry who is looking to expand the team, we are looking for a Quant integrator.
Start date: ASAP, ideally
Duration: 3 months contracts, long-term intentions
Location: Brussels, Belgium
Languages: English and French
The Quant integrator is typically a person with a degree in Mathematics or Physics with strong programming skills in JAVA Object Oriented. Moreover, you have experience in a dealing room environment and are focused on the financial market.
The scope of financial products is Exotic Equity Derivatives (Reverse Convertibles, Autocallables, Participation).The programming skills required include core Java OO development, SQL Server, C++ and possibly Grid computing.
The mission will consist of calculating Prices and margins based on hedging risk. You will be part of the team that designs the pricing and margin application, linked to Sophis and C++ Quant libraries in an internal Java Pricing and Risk analysis platform.
Typical projects include:
- The development of IRD Pricing tools and ultimately integrate them in MAPP (Multi-Asset Pricing Platform)
- The implementation of OIS discounting in the Pricing and Risk Platform
- The development of a generic cross asset pricing engine (Grid based) that is shared by different applications (Credit/CVA/MRM)
You will work in a team of five high level developers and offer 3rd level support to the Front Office users. This includes developing, (re-)programming JAVA applications and integrations in C++.
You are experienced in an Agile/Scrum and Xtreme programming environment. You are independent, driven, stress-resistant, eager to learn and have strong programming skills.
Michael Bailey International is acting as an Employment Business in relation to this vacancy.