A Major Financial Services firm is seeking a Development Team Led 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 Analysts 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 Quant library.
Furthermore, you will have a strong background in leading a team of developers and dealing with Quants.
- 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.