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Quant

Developer (C# C++)

  • £

    25 Per Hour Per Day

  • Contract

Reference: 25074

Description

The successful candidate will join Global Valuation development team in charge of the development and maintenance of MUFG front office risk systems that produces risks used by trading desks for hedging, for risk management and regulatory reporting. The candidate will face the business directly and interact with traders, quants, risk managers and the technology department on a daily basis. Development in C#, distributed computing in HPC and Azure are involved in the day to day work. The ideal candidate is a very strong C# / C++ programmer with 5+ year experience.

 

Key Responsibilities:
  • Contribute to the design and development of the risk engine to support new regulations.
  • Collaborate with other regions to incorporate new functionalities and contribut to the system consolidation effort.
  • Liaise with Quantitative Analysts to incorporate new requirements in the Risk Engine.
  • Daily communication and support to trading desks and risk department.
  • Ensure appropriate and effective documentation is maintained.
  • Overnight support duties, only after few months when the candidate is familiar with the system.

 

Skills and Experience:

Essential:

  • 5+ years experience programming front office applications in C# / C++
  • Good knowledge in risk engines
  • Good knowledge on pricing theory and financial engineering
  • Technical degree such as: computer sciences, physics, mathematics, or engineering
  • Knowledge of Unit Tests and Continuous Integration

Beneficial:

  • Knowledge of Git or other source controls
  • Knowledge of team city
  • Experienced in distributed and cloud computing
  • Experience with Linux OS
  • Experience with .NET core

 
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Consultant

Adrian Kinnersley