Mid to long term contract – Quantitative Developer
C++/C#.Net - Fixed Income Derivatives - Annuities, Bonds and Interest Rate Swaps
Front Office Pricing - Quantitative Development
Contract - Competitive Salary Package
The Client
Mid sized investment corporation (with an office to match Facebook and Apple’s interior design)...... covering fixed income, listed investment products and services such as superannuation, annuities, mortgages and life insurance to the retail and wholesale markets.
The Candidate
Preferably someone who can code in C#.Net and C++ and has actually developed pricing libraries in front office environments within a financial institution using Agile methodology. You don’t need to have specific experience in fixed income, any asset class.
I.T Component - At least 7 years experience using C# to develop pricing libraries working on complex models and integrating them with Excel VBA. We want to speak to candidates who can create their own functions in Excel using other languages preferably C#. Creating standard macros is one thing, but unless you have developed complex financial models using millions of formulas in Excel which you can then integrate with C# then you shouldn’t call yourself an advanced Excel developer! C++ is a requirement but you don’t have to be as advanced compared to C#, which is much preferred.
All things quantitative - Although this is a quant developer role we are not asking you to implement a 2 factor Hull White model or volatility smile for long dated FX options. We understand if you have better things to do in your time. Simply put, we are looking for people who have worked in the front office and can develop, implement and maintain pricing libraries of any derivative asset class.
For a confidential discussion, please call Maria Skarveli of BlackOcean Recruitment on + 61 (02) 9230 0472 / +61 (0) 424 720 528 or APPLY NOW using the links provided below.
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