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C#/C++ Quantitative Developer - Finance - Contract - London

Job Title: C#/C++ Quantitative Developer - Finance - Contract - London
Contract Type: Contract
Location: England, England
Industry:
Salary: £650 - £700 per day
Reference: BBBH18027_1521654526
Contact Name: Jack Antcliffe
Contact Email: jack.antcliffe@twentyrecruitment.com
Job Published: March 21, 2018 17:48

Job Description

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.

Key responsibilities:-

  • 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

Preferable experience:-

  • Experience of XVA

For more information apply with an updated CV today!