C# / Quant / Contract / London / £500-£680pd

London  ‐ Onsite
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C# / Quant / Contract / London / £500-£680pd

My client a top tier investment bank is looking for a C# Quant Developer with strong front end development skills experience to join their expanding team based in Central London.

What the role will entail:

The risk analytics team is a front office quant team whose main responsibility is design, develop, and implement models to compute, price and hedge counterparty exposure and portfolio risk measures for all type of transactions, including exotic, across all asset classes.

A successful candidate should:
  • Work with traders, structurers and quants to deliver next generation of pricing and risk management tools for portfolio based analytics (CVA, DVA, FVA, RWA).
  • Be a technically strong software developer at ease with delivering intuitive UIs and solid infrastructure components.
  • Have experience with low-latency grid based computations for large portfolios.
  • Implement a suitable Risk Analytics software architecture. Currently Risk Analytics is written in C# (under .NET)


Work with different businesses to analyse counterparty risk, compute credit valuation adjustments (CVA), and Upfront Charges (UFC). Assist client facing business areas in reducing and optimising counterparty risk and capital requirements.

A strong degree in Finance, Physics, Mathematics, Computer Science, Engineering, or related field plus experience in the job offered or related occupation. Experience preferably include working with mathematical models in front office systems; supporting trading desk in risk assessment and product pricing; programming using C++, C# (or other object oriented language) under Windows. Desirable experience in building code for large applications, both client and server side.

The candidate must be able to work in a highly dynamic environment with demanding users. The successful candidate will gain excellent exposure to the business area and products as well as the opportunity to work in a technically challenging, delivery focused environment.

They're offering 6 month rolling contract between £500-£680pd and they're looking at taking someone on in the next 1-4 weeks time. If you're interested then please email me your up to date CV.

C# / Quant / Contract / London / £500-£680pd
Start date
10/2014
Duration
6 months
From
Real Staffing
Published at
03.10.2014
Project ID:
784944
Contract type
Freelance
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