Skip to main content

This job has expired

You will need to login before you can apply for a job.

Senior C# Quantitative Developer

Employer
Quanteam
Location
London, United Kingdom
Salary
competitive
Closing date
Sep 13, 2022

View more

Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
WHO WE ARE

Quanteam Group is a Consultancy firm specialising in the financial sector, in London, Paris, Brussels, New York and Singapore.

Since 2007, our 800 consultants provide our sector with expertise and capacity across different areas such as Financial Engineering and Quantitative Research, Regulations and Market Change, IT Transformation and Innovation.

Our major clients are Corporate & Investment Banks, Asset Managers, Financial Associations, Hedge Funds, Brokers, Trading Companies, and Insurance Companies.

The company participates in major Programs driven by Business, Technology and Regulatory initiatives, and we bring business advice through quantitative, risk, front office and organizational experience as well as IT expertise via Business Analysis, Development, Business Continuity and Change Management.

As part of Quanteam Group, Quanteam UK counts more than 90 consultants, delivering our expertise to major financial institutions in London.

ABOUT THE PROJECT

Our client, a French global Investment Bank, is looking for a Senior C# Quantitative Developer to join their Risk & PnL team.

They have experienced significant growth in its global Fixed Income business in recent years due to its customer-focused business model.

As part of the Fixed Income strategy, the business is investing in a strategic global real-time Rates risk and P&L solution for front office users. Primo3 has users globally comprising quite a diverse user-base.

THE ROLE

The candidate will be the main developer in charge of the Primo3 project, a thick client C# WPF application used to generate risk-based PL predicts and live PL explain for Fixed Income Rates and FX trading desks globally.

The candidate will work alongside other .Net developers looking after other tools in the G10 Global Markets Risk and PL stack.

The team is looking for a C# developer to work on all aspects of the app. This will include the various local out of process services, communication to several systems within the bank, infrastructure, and UI enhancements.

The right candidate will be a strong driver for Agile development and for automated testing. Working with traders, quants and other development teams is important, so strong communications skills would be required.

We are looking for someone able to take ownership of the project and development, propose constructive solutions to peers in NY and APAC and implement them. The right candidate will be proactive in discussing issues and helping colleagues in all locations. At times, it will be necessary to drive change in other teams and to unblock issues - a proactive personality and can-do attitude are essential in this.

Essential skills / attributes:
  • Expert C# development skills
  • Expert WPF skills
  • Very good understanding of Fixed Income products, specifically interest rates swaps and options products
  • TDD
  • Strong communication and requirements analysis skills
  • Experience with deployment tools/technologies (TeamCity, Jenkins, Artifactory, Ansible)
  • Capable of picking up new technologies quickly
  • A passion for automation, improvement, and simplicity
  • Solid computer science and design patterns fundamentals.
  • Team player

Advantageous skills / attributes:
  • Knowledge of risk-based PL explain and predict in the context of Fixed Income trading
  • Experience working with large datasets in the UI layer
  • Experience with memory profiling
  • Experience with performance profiling
  • Experience with third party UI controls (Devexpress, Telerik, etc)
  • Experience with speed and memory optimization.
  • Full project and application lifecycle experience.

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.

Create alert