For a client of ours in the financial industry, we are looking for a quant integrator specialized in Interest Rate Derivatives.
6 months +
English. French is considered an asset.
Our client would like to extend the team with a quant integrator. The Quant Integrator profile is ideally a person with a degree in Mathematics or Physics with programming experience in a dealing room environment. The scope of financial products is Interest Rates Exotic Derivatives, Credit Linked and Inflation. The programming skills required include core Java development, SQL Server, C++. The mission will consist in integrating C++ Quant libraries in an internal Java Pricing and Risk analysis platform.
The development the IRD Real-time Pricing tools and ultimately integrate them in MAPP (Multi-Asset Pricing Platform)
The implementation of OIS discounting in the Pricing and Risk Platform
Financial Product integration with coordination with Quants, MRM and Trading across locations (NY, Sing, Bru).
Hard skills : Multi-threaded core java development, SQL server, Swing, C++, Grid computing / Datasynapse.
Soft skills : Fast learner, Stress resistant, Flexible mind able to improvise, Independent, Risk management / Trading / Dealing room literate
is organised in a DevOps team
is composed of mostly Senior profile
is located in the dealing room in BRU
follows AGILE methodologies
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