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Quantitative Financial Developer

  • Job type: Permanent
  • Location: Germany
  • Salary: Negotiable
  • Job reference: 422903/001_1558713994
  • Sector: Selby Jennings, Development
  • Date posted: 24/05/2019

Key responsibilities:

  • Write code from a detailed model specification. Significant focus will be on the implementation of asset models and pricing routines according to mathematical specifications.

  • Test code.

  • Check business logic of models and software structure. A basic understanding and feel for financial modelling is important in being able to craft appropriate business logic.

  • Assist with the continuous improvement of the automation of model testing and estimation processes.

  • Rewriting existing code to optimize performance.

  • Making recommendations for future development of the modeling platform to solve problems relevant to our target markets.

  • Development of estimation and recalibration tools.

Required qualifications:

  • Five years of experience in development of production level software.

  • Formal education in economics, finance, or mathematical sciences.

  • Experience with programming financial or mathematical procedures.

  • Ability to understand the basics of continuous time finance theory is essential.

  • Basic understanding of financial markets including fixed income, credit, equity, inflation and derivatives.

  • A strong interest in software development and experience with some programming languages such as julia, Python, C, C++, Fortran, or Matlab.

  • Experience of UI design and implementation is an advantage.

  • Language skills: English.

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