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:
Duration: 3 months contracts, long-term intentions
Location: Brussels, Belgium
Languages: French, English, Dutch
Project: MAPP (Multi-Asset Pricing Platform)
The Quant integrator is typically a person with a degree in Mathematics or Physics with strong programming skills in Object Oriented languages and preferably JAVA. Moreover, you have experience in a dealing room environment and are focused on the financial markets.
The scope of financial products is Exotic Equity Derivatives (Reverse Convertibles, Autocallables, Participation).The programming skills required include core Java development, SQL Server, C++ and XML/XSL/Web services.
The mission will consist of implementing Prices and margin calculation based on hedging risk and specific rules. You will be part of the team that designs and builds the application, linked to Sophis Integration Service (IS) and internal C++ Quant libraries in the in-house Java FlexING platform.
Typical projects include:
- The development of complex user interfaces together with the Exotics desk Traders (BE,NL,NY,SG)
- The development of a pricing engine that is integrated with the document generation, web services and work-flow for the booking
You will work in a team of high level developers and offer 3rd level support to the Front Office users. You are experienced in an Agile/Scrum and Xtreme programming environment. You are autonomous, stress-resistant, eager to learn and have strong programming skills.
Michael Bailey International is acting as an Employment Business in relation to this vacancy.