C# Quantitative Developer – VP level required to join the Front Office C# Quant Dev Team at a Tier 1 Investment Bank – Server Side C# – Base £120 – £140k recruitment
This individual will join the technology team which is embedded within the front office quant group, reporting directly to the business. This group work across all asset classes and have close interaction with the quant modellers and traders.
Key Responsibilities:
- C# development of the new cross asset library for efficient risk calculations.
- Enhancing the main C# risk platform to support additional asset classes and increase product coverage.
- Improve the performance and scalability of the front office risk system.
- Build relationship with the Quant modellers to ensure models are delivered to the firm in the most efficient manner.
- Defining the technology strategy for the quant group.
Key Requirements:
- Exceptionally strong hands on knowledge of the Microsoft .NET framework and C#
- Knowledge of functional and object-oriented programming.
- Previous front office financial experience is a preference.
- Strong communication skills and ideally previous experience interacting with front office quants and traders.
If you are an exceptional C# developer, with good business knowledge and a desire to work in a front office quantitative development team then please contact me in confidence on (+44)207 749 6060, or email me on andrewc@montash.com
Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: (+44)207 749 60 60.
Reference: AC/C#/QR/1247
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