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|Sector||Credit & Risk Management|
We're looking to speak to individuals from a strong development background for an exciting new opportunity as a Quant Analyst/ Developer. The team is responsible for developing and enhancing the current infrastructure and pricing models which is used for valuing OTC derivatives and constructing curves for downstream systems.
- Work with FO users, business analysts and managers to understand business requirements.
- Work with colleagues to design software solutions to address these requirements within the context of the Insight systems architecture and current toolset
- Develop and implement quality software to implement the design within the agreed scope, time and budget
- Facilitate the UAT testing and release of software solutions
- A good understanding of pricing input data modelling and workflow
- Quant development experience with .NET technologies, particularly C#. Knowledge of C++ and a willingness to learn C# also considered.
- Knowledge of derivative instrument pricing for MtM & Market Risk purposes
- Proven experience of writing both pricing models,
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