Quantitative Developer (Market Risk) - 6 months contract
Our client is in banking and financial services which operates in a network of more than 1,200 branches and outlets (including subsidiaries, associates and joint ventures) across more than 70 countries and employs around 87,000 people.
This role will be in the Market Risk Models team to assist with developing and maintaining the infrastructure of its derivatives analytics library used for model validation.
Key Roles & Responsibilities
- Oversight over the architecture and infrastructure of the analytics library.
- Maintain and enforce coding and development standards.
- Ensure that code is adequately maintained, with a comprehensive set of regressions test and relevant documentation.
- Work with other affiliated groups, e.g. Front Office Quant and Quant Development teams for resolving the build and code repository issues.
Qualifications & Skills
- Higher degree (MSc, PhD, DEA) in highly numerical subject such as mathematics or physics.
- Substantial technical and financial knowledge, strong quantitative programming background in C++ with extensive experience in designing and developing object oriented library using design patterns and advanced templates.
- 7 year's relevant experience in a similar Quantitative Development position
- Strong communication skills and ability to work effectively as part of a Global Team.
- Strong writing skills with the ability to present conclusions and recommendations from technical projects to a less technical audience.
- Ability to liaise effectively with IT professionals, Front Office traders and quants.
Should you be keen on the role, please send your CV to Raymond de Amboy firstname.lastname@example.org or call +65 6854 5644 for a confidential chat.
Data provided is for recruitment purposes only.
Business Registration Number: 200611680D. Licence Number: 10C5117. EA Personnel Registration Number: R1219081.
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