by | Jun 23, 2017 | 0 comments

LOCATION:  Windsor
SALARY:  £35,000 – £60,000  depending on experience

Our client based in Windsor are looking for a quant-developer who will be responsible for contributing to the development of applications and associated services including client project work. This is a hands-on role where you will need a good knowledge and experience of financial markets, ideally including exposure to OTC FX derivatives.

Key Responsibilities of the role:

  • Development of cutting edge tools and systems to enhance trade reporting, analytics and risk management capabilities
  • Providing quant resource to a broader consultancy team, more specifically modelling, and analysing hedging strategies for internal stakeholders and clients
  • Application and understanding of data structures and software development to optimise existing tools and procedures through identifying and improving on inefficiencies
  • Development of strategies for complex quantitative problems using approaches such as mathematical optimisation, numerical methods and statistical analysis including Monte Carlo simulation
  • Quantifying, measuring, and managing clients risk exposures using different tools i.e. VaR, sensitivity analysis and probabilistic analysis

Essential Skills and Experience:

  • Application development projects and analysis within financial markets
  • Programming languages such as SQL, R/Matlab and Python
  • At least 3 years experience in financial markets
  • Excellent communication skills
  • Experience with numerical methods (including Monte-Carlo)
  • Excellent analytical and problem-solving abilities
  • Risk & control mind-set
  • Team work oriented

Desirable Skills, Experience and Qualifications

  • MS degree in Maths, Finance, Physics, Computer Science, Engineering or similar
  • Familiarity with probability, statistics, numerical methods and mathematical optimization
  • Experience with derivatives risk systems or other systems based on the application of financial models
  • OTC Derivatives pricing experience
  • Experience of GIT
  • Experience of the full software lifecycle: design, coding, test, deployment, and ongoing support
  • Familiarity with quantitative finance and trading