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

Job Title: C#/C++ Quantitative Developer - IB - Contract - London
Contract Type: Contract
Location: England, England
Industry:
Salary: £650 - £700 per day
Start Date: ASAP
Reference: BBBH18027_1538556135
Contact Name: Jack Antcliffe
Contact Email: jack.antcliffe@twentyrecruitment.com
Job Published: October 03, 2018 09:42

Job Description

C#/C++ Quantitative Developer - Investment Bank - 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 engine. The successful candidate will help in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation.

Rate: £700 a day

Length: 6 months initially

Key responsibilities:-

  • Support BAU operation of the XVA engine and surrounding IT/quant infrastructure
  • Communicate with the quants/traders/IT to understand and resolve operational issues and new requirements
  • Collaborate in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation
  • 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
  • Good to have but not necessary: XVA knowledge

For more information apply with an updated CV today!