Accessibility Links

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.

Similar jobs
Senior Java Developer
  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Description Senior Java Developer for a leading financial firm based in London. My client is currently looking for a Senior Java developer to join their London office. This developer will need to be happy
Java Low Latency Software Developer
  • Job type: Permanent
  • Location: City of London, London
  • Salary: £100000 - £150000 per annum
  • Description Java Low Latency Software Developer Leading Crypto Firm London City, London Circa £100,000 - £150,000 base + bonus, company benefits Key Skills: Core Java, Microservices, Multithreading, Low Latency
Quant Developer | Pricing Library Build-Out
  • Job type: Permanent
  • Location: London
  • Salary: £200000 - £270000 per annum + bonus + benefits + health care
  • Description Greenfield pricing library buildout for a global financial giant.
Senior Java Developer (Back-End)
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: Health, Life, Vision, Dental
  • Description Title: Senior Java Developer (Back-End) Company Summary: Are you a developer looking to make a difference in the future of financial software? A global, multi-billion dollar financial services firm is
C# Developer
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$100000 - US$200000 per year
  • Description Title: C# Developer Salary: $100,000 - $200,000 Summary: A prominent financial technology firm that is responsible for several billion dollars in assets is currently seeking a Software Engineer who