Senior C# Developer

MAIN DUTIES/RESPONSIBILITIES OF THE ROLE:

The successful candidate will develop and enhance our C# derivative pricing library as well as code for running the library in a distributed manner. Work may include derivatives on: FX, interest rates, equities, credit or commodities.

The pricing library will at first provide risk, P&L and what-if scenario analysis; later this will be expanded to backtesting, screening etc.

It represents an excellent opportunity for a quant to learn more about derivatives and distributed computing whilst working in a dynamic and intellectually challenging environment.

SPECIAL CIRCUMSTANCES:

Standard hours will be 8am to 6pm with other such hours as are necessary to fulfil the role, some flexibility required. Responsibilities for the job include supporting the existing system, which is done on a rota basis. Must be flexible enough to accommodate liaison with overseas offices.

WORK EXPERIENCE/BACKGROUND:

Essential:

• Upwards of three years development experience in the financial services industry.
• Experience of working with Quant Analysts.

Preferable:

• Experience of working with traders.
• Experience supporting a live production environment.
• A solid understanding of best practices in software development, testing and release procedures.

TECHNICAL SKILLS/ KNOWLEDGE/PROFESSIONAL QUALIFICATIONS:

Essential:

• Strong programming skills in C#.
• Some knowledge of FX, interest rates, equity, credit or commodity derivatives.

Desired:

• SQL, AWS or experience with any cloud provider, messaging platforms, serialisation.