Expert C# Software Engineer-Mathematical Modelling- Award Winning Finance Firm recruitment

Award winning financial firm based in Surrey who are Worldwide leaders of risk analytics and financial modeling software, client base includes over 75% of the FTSE 100 companies. They combine the technical innovation and engineering expertise of software professionals with the actuarial knowledge and thought leadership of our insurance consulting business to provide solutions that help clients measure value, manage risk and safeguard solvency.

Stochastic modelling tool which, amongst other things, is used to optimise very high-dimensional functions (for example non-linear functions of 800 variables) and/or find roots of non-linear equations.  Looking to extend the current algorithms and techniques further on an on-going basis so as to ensure that we remain world-class in their functionality.

The role requires:

• A hands-on technical mathematical development role.
• Working within an agile rapid development process.
• Developer/quant who can assist with pushing the technical capabilities of the software’s optimisation and root-finding functions.
• The successful candidate will be involved in research and development, literature review, prototyping and benchmarking, and then implementation of the chosen algorithms within the product.
• As an on-going and developing field of research, this is expected to be an open-ended RD post, although  the numerical-developer/mathematician skill-set that it requires could well be deployed to tackle other algorithmic problem areas of the code.

• You will likely to have an PhD, or equivalent experience, in the field of [non-linear] optimisation and root finding and detailed knowledge of numerical methods and their application.
• Prior exposure and knowledge of use of distributed systems in this field may be an advantage.

We have several positions in this role with various locations. This company offers a flexible working environment and generous salary with outstanding bonus scheme. Please call rebecca for a confidential conversation on 0207 496 3654.

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