C#/C++ Quantitative Developer - Finance - Contract - London
A Tier 1 Investment Bank is seeking a C++/C# Quantitative Developer to join their London team which is responsible for building out the XVA (X-Value Adjustment) engine. The successful C++/C# developer will help in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation.
- Translate requirements taken in from traders and quants into concrete changes developing the XVA pricing system in C# or C++ and facilitate traders to meet regulatory requirements
- Communicate and support the trading desks and risk departments explaining how changes in the systems will impact P&L and risks
- Respond to business requests for enhancements, develop new features within the system and provide effective support
Key skills and experience:-
- Experienced in Windows development in a front office position using C++ or C#
- Understand details of derivative contract terms, CSA term, and derivative pricing models
- Understand mathematical finance, particularly around rates or credit models
- Experience of XVA
For more information apply with an updated CV today!