Quantitative Developer recruitment

Quantitative Developer -

12 Month Fixed Term Contract - £60,000- £70,000 (Plus benefits and holidays)

An opportunity exists for a Quantitative Developer in a leading energy trading house in central London.

In this role Quantitative Development have to work closely with the various front-office functions as well as IT and Risk Control in order to provide solutions that satisfy the company's day-to-day needs and are embedded within the company's strategic IT infrastructure.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

Person specification:

* 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, Shell) 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)
* Preferably an advanced quantitative degree to Diploma/Masters/PhD level
* Some work experience in energy trading or financial organisations

Please contact me today- bkirby@morganmckinley.co.uk / 0207 0920187