Java Quant Developer - £750pd

London

£700 - £750 a day

Key: Quant developer, java, core java, Risk, Pricing models, Options Modelling, developer, FX, Forex, greenfield, shocks, curves

Quant Developer (Java) wanted to work within FX Options platform at a leading Financial firm - £750pd

A leading Financial institution in London are on the search for a Quant Developer with strong understanding of Java to work on building Option Risk models/ building out an FX trading platform.
Must be senior Java Quant developer
Must have strong Risk analytical skill
Must have experience in building Option risk models (ideally FX Options but would consider other asset classes)
Must be comfortable facing off to the risk and quant team
Nice to have: low latency, high performance, multithreading memory caching programming Need to have:

Need to have some previous experience building risk analytical models. If not options then other options equity, rates, even not option related - building procing models (not just spots, forwards)
Discounting Curves IR curves, sensitivities, apply shocks
Understands risk models, dev background and building risk models

If you are a strong Java Quant developer with very strong Risk analytics experience building pricing Models, Options Risk models then please apply and you will be contacted.
This job was originally posted as www.cwjobs.co.uk/job/74104609

Posted by Cititec, 18 May