C# Quantitative Developer - Finance - Contract - London
A Tier 1 Investment Bank is seeking a C# Quantitative Developer to join their London team which is responsible for developing and maintaining front office risk systems for producing the P&L/risks for various desks. The successful candidate will help develop and maintain risk engines in C# directly facing off with traders, quants, risk managers and the technology departments.
- Enhance and support the existing infrastructure of the front office risk engines in C# to handle the increasing volume, and redesign/rewrite components
- Communicate and support the trading desks and risk departments explaining how changes in the systems will impact P&L and risks
- Liaising with the quants to help integrate efforts as trade information flows from one system to another
- Help support large continuously running sizeable batch components
Key skills and experience:-
- Experience in a front office position using C#
- Good experience with Database development (e.g.MS-SQLServer), Distributed computing, grids and cloud computing
- Good quantitative knowledge or skills preferably working in a quantitatively demanding environment
- Experience developing with C++
- Understanding of structured products (including multi-asset and hybrid) across multiple asset classes
- Experience with PowerShell or Control M and No-SQL databases such as Mongo DB
For more information apply with an updated CV today!