C# Developer C# Developer …

Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 11 Oct 21
150,000 - 400,000
Fourier Ltd
in London, United Kingdom
Permanent, Full time
Last application, 11 Oct 21
150,000 - 400,000
Posted by:
Raffaele Gidoro • Recruiter
Fourier Ltd
Posted by:
Raffaele Gidoro
Recruiter

You would be joining the Risk Technology team which is responsible for delivering solutions to the company’s Risk Management, Risk Research, and Portfolio Management teams. The solutions include, but are not limited to: factor modeling, risk/P&L attribution, VaR calculation, risk decomposition, market data processing, limits monitoring, large scale data management, data display and visualization, report automation, and API design and development.

You will work directly with clients to gather requirements and build technology to automate and continuously improve the company’s risk management processes. The successful candidate is a self-starter who can work independently and is able to drive a project from inception through delivery.

 

Key Skills:

  • Expertise in an object oriented programming languages such C# (preferred), C++, or Java.
  • Proficiency in a data analysis languages such as Python (preferred), R, or Matlab.
  • Experience implementing financial engineering methodologies used in risk calculation and measurement.
  • Experience developing risk systems for any or all of the following treasuries, interest rate swaps, interest rate derivatives, sovereign bonds, mortgage bonds and derivatives.
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