Senior Quant Developer
Updated: 30 Jul 2020
Our client is a leading provider of high-end research and analytics services to a diverse range of financial services businesses across the globe.
We are looking for a talented and experienced Quant Developer. You will be working with the team to research, validate and implement complex methods and models that have a significant impact on the organization in order to determine all types of market risks with a view to supporting the decision-making process, the operational functioning of the pricing and risk management of traders positions.
Principal responsibilities will include :
- Work on projects ( with significant impact for the bank) relating to the testing and implementation of new methodologies, developing new risk and valuation models and keep existing models up to date.
- Participate in the product development process.
- Deliver analyses and tools for risk measurement and hedging.
- Deliver analyses and tools for market data calculation and contribution.
- Perform analysis and bac-testing of model behavior on existing portfolios.
- Offer support to the user of the valuation models.
- Participate in the optimization and maintenance of the quant library.
- Monitor trends and research related on new IT technology and programming techniques that are suitable for model implementation.
- Implement/integrate models and payoffs in front office systems and/or application.
- Six to eight years of relevant practical experience within the knowledge domain
- Thorough theoretical knowledge of mathematics and statistics
- Thorough knowledge of financial markets
- Thorough knowledge of mathematical, statistical and econometric modelling techniques and methodologies
- Thorough knowledge of programming ( C++, C#, Java...)
- Thorough knowledge of bank products, prevailing legislation and internal procedure on governance, compliance, etc.
- Excellent verbal and written communication skills, Good analytical skills and excellent problem solver
- Ability to work with colleagues across global locations
- Ability to work in a high-pressure environment and deliver accurate results quickly
- Attention to detail and problem-solving skills.
Additional information regarding our recruitment process:
- Applications are only invited from candidates with the right to reside and work within
- Base salary + benefits will be based on experience and track record.
- Please note that a background check will be part of our recruitment process.
- Our client is committed to creating a diverse environment and is proud to be an equal opportunity employer.
Interested? Please send your CV with motivation and salary indicator to Soumya Shastry, Recruitment Account Manager- firstname.lastname@example.org