Description
Quant Developer - C# Risk Frontend Banking London Contract
Please do not apply unless you have strong Banking experience.
I am looking for a Quant Developer that is strong at coding with C# and happy to continue in this area when working as a Quant Developer.
This role falls into the Risk Analytics team which is a Front Office Quant team. Their main responsibility is to design, develop and implement models to compute, price and hedge counterparty exposure and portfolio risk measures for all types of transactions.
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.