C# Developer: Quant Developer - Structured Products, Derivatives: Lond
C# Developer, Quant Developer: Structured Products, London, Search Data
C#, .Net, WPF, WCF, Derivatives, Risk Models, Agile, SQL Server, Excel VBA, London, Quantitative, risk, pricing models, Analytics, structured products, ABS, MBS, RMBS, investment banking, financial markets.
Company and Role Overview
Highly Successful and expanding financial software house and consultancy institution is looking to hire a Quant developer/C# Developer to work closely with their Analytics team as a senior C# Developer and Quant Developer developing new features for their structured products Pricing and Risk applications. As a group they produce a range of market leading risk and regulatory applications which include sophisticated Quant/mathematical models to price both vanilla and complex structured products (eg ABS, MBS, RMBS etc). With a considerable number of new projects planned there is the opportunity to build upon both Business and Technical skills in a positive, friendly environment.
Skills and Background
They are looking for an experienced C# Developer (Primarily Windows ie WPF based but some exposure to ASP.NET MVC and VB.NET would be useful) who is also capable on the SQL and Excel VBA development side and prior experience of pricing or risk calculations' for financial products which could cover Bond maths, Derivatives or structured Product Pricing or risk, Monte Carlo, Black-Scholes etc. This knowledge may have been gained in a bank, fund manager (or other buy-side firm) or a financial software house or consultancy. The development environment is Agile so experience of TDD and Continuous integration would be beneficial.
Within this role you will be not only building your experience within C# and .NET but will be enhancing your knowledge of a range of evolving financial product areas. This is a successful, profitable firm with diverse career progression opportunities augmented by proactive training and development.