Quantitative Developer Java Risk Finance Asset Manage London

Quantitative Developer (Quant Risk Core Java Developer Interest Rate FX Equities Commodities Quantitative Analyst Excel VBA Python SQL C# C++ VaR Pricing Modelling Modeller Bonds Trading Front Office Buy Side Asset Manager Hedge Fund Finance) required by my asset management client in London. You MUST have the following experience:

• Excellent Java - including concurrency/multithreading
• Current or recent experience as a Quantitative Developer
• Knowledge of interest rates, equities, FX or commodities
• SQL Server
• Science, Engineering or Mathematics degree

The following would be DESIRABLE, not essential:

• Asset management/Buy-side experience
• Risk management- VaR, scenario analysis
• Spring or Guice
• Continuous Integration / Delivery
• C#

Role: Quantitative Developer (Java SQL Quant Risk Finance) required by an asset management client in London. You will work closely with the Head of Quant Analysis and Head of Development to provide risk sensitivities, scenario analyses, VaR calculations and automatic limit checking across all positions in the firm. The core libraries have been developed in Java, although some of the analytics are C# / C++ based. SQL Server is also used extensively. This is a small team where you will work closely with all members of the front office and provide support to Risk Officers and Traders. You will work mostly with interest rate derivatives and FX but also some commodities and equities.

This is an excellent company to join. Retention of staff is high, with great training and career opportunities.

Salary: £60k - £80k + 30-50% Bonus + 8% Pension