Quantitative Developer recruitment

Quantitative Developer

Project Partners

Job specification:

The key activities include:

Improvement of design and integration in IT infrastructure of library rolled out throughout the group
Development, enhancement and maintenance of an existing C++ based existing library
Model and application testing and documentation
Research new architectures and identify potential improvements to current models
Work closely with IT to ensure stable rollout of models into production
Help to document, support and further develop other trading applications
Work with the Trading Desks, Risk Control and IT to specify and implement model requirements, enhancing procedures and performance
Liaise with other departments (including outside RWEST) as required

Person specification:

The successful candidate will have:

A proven track record in high end development using C++ and C#
Experience of automated unit / regression testing, preferably with a professional qualification in software testing and quality assurance
Strong experience with Windows and the MS Excel integration technologies (VBA,XLA, XLL, COM, .net)
Knowledge of high level scripting languages (Python, Ruby, Vbs … etc ) and their integration to native code
Very good analytical and problem solving skills
A good knowledge of valuation and risk analysis methods for complex products / derivative instruments (preferably in the energy/commodities market)
Experience with the development/design of valuation models / risk analysis systems (preferably in the energy/commodities market)
Good communication skills and the ability to translate complex analytic model requirements into implications for proper IT solutions
The ability to work in a team as well as to use initiative in dealing with tasks autonomously
Preferably an advanced quantitative degree to Diploma/Masters/PhD level
Some work experience in energy trading or financial organisations

If you have the above please do not hesitate in sending your CV to felicitypritchard-witts@projpartners.com

Project Partners is part of Hydrogen Group.

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