Description
Search Data: C#, .Net, ASP.NET Core, MVC,Quant Developer, Credit Derivatives, Risk Models, Agile, SQL Server, Excel VBA, London, Quantitative, pricing models, Analytics, structured products, ABS, MBS, RMBS, hedge fund, fund manager, investment banking, financial markets.
Successful Hedge Fund is looking for a talented C# Developer to work directly with the Credit Derivative Quants on the industrialisation of pricing and analytics applications converting Excel VBA pricing spreadsheets.
As a Server Side C# Developer and Quant Developer (with Front End C# for UI), you will be developing new features for their structured products Pricing and Risk applications and have a good knowledge or Proprietary Credit derivative models gained from working with Quantitative Analysts at a similar Hedge Fund, Fund Manager or Investment Bank. Strong Excel VBA, SQL Server are useful and ideally Azure and/or AWS.
A good maths orientated degree ideally coupled with a PhD or Masters in mathematics, Financial Engineering or similar from a well regarded university id preferred. The development environment is Agile so experience of TDD and Continuous Integration would be beneficial.
This is a successful, profitable firm with constant investment in IT to further the business.