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C# Quantitative Developer - Contract - Derivatives - London

Job Title: C# Quantitative Developer - Contract - Derivatives - London
Contract Type: Contract
Location: England, England
Industry:
Salary: £650 - £700 per day
Reference: BBBH17742_1522750040
Contact Name: Jack Antcliffe
Contact Email: jack.antcliffe@twentyrecruitment.com
Job Published: April 03, 2018 11:07

Job Description

C# Quantitative Developer - Contract - Derivatives - London

A Tier 1 Investment Bank is seeking a C# Quantitative Developer to join their London team which is responsible for the development of models, pricing tools and system integration of all flow and exotic models. The successful candidate will help develop new products that support the trading and risk functions of several different desks, and develop on their new trading and pricing frontend.

Key responsibilities:-

  • Develop on the pricing system and facilitate traders to meet regulatory requirements
  • Communicate with the traders and quants to discuss about requirements
  • Ensure appropriate and effective documentation is maintained at all times

Key skills and experience:-

  • Extensive C# development skills in a front office environment
  • Have a good understanding on the details of derivative contract terms or derivative pricing model
  • Good experience in ability to turn requirements into concrete changes

Preferable experience:-

  • Involvement in VBA / Excel pricing sheets development
  • Understanding of booking system
  • A background in database development (preferably MS SQLServer).

For more information apply with an updated CV today!