Quantitative Developer
As a quantitative developer your job is to determine the modelling approach and then code the resulting model.
You will program the mathematical models in C# .NET. This must be done with mathematical accuracy and considering system performance as critical. Code quality must be exceptional in technical design and clarity.
You will research mathematical models for the efficient pricing of complex financial products, for the evolution of future market and credit events, for regulatory calculations and for the calibration of risk models.
You will be expected to verify that existing models are correct and appropriate for their intended use. You will need to support your contributions with clear and concise documentation of both the mathematical finance theory and software implementation details. You will be expected to present quantitative ideas clearly and engage in complex discussions regarding financial engineering with a wide range of colleagues. You will provide advice, give demonstrations and support to Clients in both pre and post-sales situations. You will be regarded as a company expert on complex quantitative issues
Position Requirements
You will be expected to demonstrate
• outstanding software engineering skill,
• exceptional mathematical ability and
• strong risk management business understanding.
To be a successful applicant you must demonstrate outstanding financial engineering skill requiring exceptional mathematical skills normally evidenced with a PhD. You must have experience of programming complex problems and a demonstrable interest in technological innovation. Ideally such traits should be demonstrated from previous employment.
We require a history of academic excellence i.e. top grades for all exams taken. A minimum of an honours degree, in a subject of a technical nature, with a high mathematical content from a premier University (e.g. Cambridge/Waterloo/Columbia) is necessary.
Our recruitment process will assess the following competencies
• Problem solving skills
• Communication skills
• Ability to influence and encourage others by means of strong argument
• Ability to work as part of a team or alone making a strong contribution in either scenario
• Proactivity and strong ownership
• Ability to make a contribution at all levels
• Conscientiousness balanced with the demands of the business
This successful candidate will be confident in their financial engineering ability, desire to use technology to solve complex problems and wish to develop a comprehensive understanding of quantitative financial risk management.
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