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Senior Quant Developer

  • Job type: Permanent
  • Location: Germany
  • Salary: Competitive
  • Job reference: SJ - 1711 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 17/11/2017



Selby Jennings has recently partnered with a large international asset manager who are looking for a new senior quant developer to join their small but friendly team. If you are passionate about model development and software implementation and have some experience in stochastic finance, this position could be for you!

To apply for this position you will have a professional or academic quantitative background in stochastic modelling. 

Responsibilities include:
- Analyse data and develop specs for building market variables and various asset models
- Implement software of asset models and pricing routines
- Development of estimation and recalibration tools
- Improve and maintain current model platforms

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification – PhD or MSc preferred
- Strong professional or academic experience in stochastic modelling and implementation
- Extensive experience in programming using advanced programming languages
- Experience with implementing the Heston model
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

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