C# Developer C# Quants - Real-time Pricing

Recruiter
Client Server Ltd.
Location
London
Salary
100000.0000
Posted
18 May 2017
Closes
17 Jun 2017
Contract Type
Permanent
Hours
Full Time
C# Developer / Quantitative Software Engineer (Excel SQL Front Office C++ Interest Rates). Global leading brokerage company is seeking a highly skilled C# Developer. You will work closely with Front Office traders to design and develop a real-time C# pricing application.

As this C# Developer role progresses you will contribute to a massive project to replace the current platform with a complex C++ based solution. Based in Canary Wharf, this is a professional, dynamic environment that offers excellent career progression opportunities and intriguing technical challenges.

Requirements:
*Strong C# skills
*Quantitative development experience
*Good understanding of volatility, correlation and numerical methods
*Excel and SQL experience
*Experience of Interest Rate Options, including swaptions, capfloor, cms, cms spread options, mid curve and bond options
*Previous experience working closely with Front Office
*Ideally, C++ experience
*Familiarity with a range of asset classes would be desirable

As a C# Developer / Quantitative Software Engineer your contribution will be recognised with a competitive salary (to £135k), plus bonus and benefits package.

Send your CV or call today for more information on this C# Developer / Quantitative Software Engineer opportunity.