Senior Quantitative Developer Variable Annuity Risk – Philadelphia recruitment
Responsibilities:
• Serve as senior level management contact for all development related issues
• Mentor, develop, and oversee a small team of technical developers
• Create metrics supporting variable annuity hedging, attribute the effect various factors have on cash flows, and calculate and report reserve requirements for portfolio.
• Lead technical design discussions on assigned projects
• Document technical designs, unit tests, and implementation plans
• Translate, format, and integrate technical model requirements into production level code
• Refactor existing code where appropriate
• Critical review and comment on the technical designs of peers
Requirements:
• 10+ years of C++ development within derivatives risk, strategy and/or financial engineering
• Knowledge of Variable Annuities within Insurance, Banking and/or Hedge Funds
• Expert level knowledge of C++. GPU/CUDA programming knowledge desired but not required.
• Proficiency with both Linux and Windows;
• Proficiency in Perl; Matlab; VBA
• Ability to translate Advanced Mathematics into C++;
• Knowledge of various Software Development Life Cycle Methodologies
• Quantitative Masters / Bachelor’s degree
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
Ashton Lane Group® “A trusted advisor throughout your career”