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Java Developer - Quant - Risk - Contract - London

Job Title: Java Developer - Quant - Risk - Contract - London
Contract Type: Contract
Location: London, England
Industry:
Salary: £600.00 - £700 per day
Start Date: ASAP
Reference: BBBH17540_1521037013
Contact Name: Harry Davies
Contact Email: harry.davies@twentyrecruitment.com
Job Published: March 14, 2018 14:16

Job Description

A major Financial Services firm is seeking a core Java developer to join their London offices on a contract basis.

The successful candidate will be joining a growing team where you will lead the evolution and development of the Risk Analytics application. Another major part of this role is to interact with business stakeholders (Risk & Product) in order to iterate on specifications and test/evaluate output of the Java quant library.

Experience needed:-

  • Strong Java background
  • Experience of building pricing libraries/algorithms for Rates products (preferably in Java)
  • Experience/understanding of Curve bootstrapping process, NPV calculation, Greeks, VaR, Expected Shortfall

If this opportunity seems of interest, please apply with an up to date CV.

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