Lead Developer (C# and C++ and Python)

City of London, London
09 Jul 2017
08 Aug 2017
Contract Type
Full Time

We are looking to hire a Lead Developer for coding, running and debugging model tests in C# and C++ and Python for building pricing models.

The Lead Developer would support the Senior Quantative Analyst who works on model revalidation and re-documentation of derivative pricing models covering equity, rates, FX, commodities asset classes and create testing plan for these models.

Key Responsibilities:

  • Coding, running and debugging model revalidation tests in C# and C++ and Python; Working with FO quants to access pricing libraries for FX, Equities, Commodities and set up trades/ contracts to set up, run and debug tests for validating model, Explaining and documenting test results pertaining to PAA /Benchmarking/ Convergence/ Sensitivity/ Stress tests; Explaining tolerance breaches and identifying mitigation controls; Recommend changes to model libraries

  • Involvement in end to end SDLC activities starting from requirement gathering up to testing, releasing and post production support.

  • Collaboration/interaction with team members (onshore & offshore) sitting in different locations and different time zones while working on various projects.

Skills Required

  • Sound knowledge of C#, WCF, JQuery and T-SQL

  • Good knowledge of Windows Services, Win Forms, N-Unit/Microsoft Testing Suit, TFS

  • Experience with pricing libraries, or experience developing on investment banking pricing system.

  • Knowledge of derivative products : Option, Interest rate swap, Futures

  • Self-started with keen interest in capital markets, derivatives, front office quant work

  • Self-starter who is keen on learning and developing technical expertise

  • English language proficiency is required

  • Keen to work long hours, and motivated to learn.

Education and experience

  • Degree in Engineering /Computer Science/Information Technology

  • PRM/ FRM/CQF certification is not a must but is definitely preferred

  • Minimum 3-4 years of experience in development.

  • Prior experience in product development is essential.

  • Prior exposure to Investment Finance or BFSI domain is a plus.

Compensation & Benefits:

  • Competitive compensation

  • Leading edge global work environment

  • Company pension scheme

  • Access to company private medical and dental plan

The above job description is a guide to the work you may be required to undertake but does not form part of your contract of employment and may change from time to time to reflect changing circumstances.