Quantitative Developer Quantitative Developer …

SS&C
in London, United Kingdom
Permanent, Full time
Last application, 23 Nov 20
Competitive + Benefits & Bonus
SS&C
in London, United Kingdom
Permanent, Full time
Last application, 23 Nov 20
Competitive + Benefits & Bonus
Posted by:
Neil Jadeja • Recruiter
Posted by:
Neil Jadeja
Recruiter
SS&C Technologies Holdings (NASDAQ: SSNC) is the world’s largest hedge fund and private equity administrator, as well as the largest mutual fund transfer agency. SS&C’s unique business model combines end-to-end expertise across financial services operations with software and solutions to service even the most demanding customers in the financial services and healthcare industries. SS&C owns and operates the full technology stack across securities accounting, front-to-back-office operations, performance and risk analytics, regulatory reporting, and healthcare information processes.

We seek a financial engineering software developer to join our global Quantitative Development team in our London Office. This role will involve the design and development of OTC valuation models and work closely with the development team to integrate these analytics within the main valuation infrastructure for a broad range of OTC derivatives products across equity, credit, interest rate, commodities and foreign exchange markets.  This is an opportunity for a quantitative developer with development experience and knowledge of derivative pricing models for both vanilla and exotic derivatives. The suitable candidate will be a highly motivated problem solver with strong financial engineering and technical development skills.  He or she must be articulate verbally and in written communication.  Because the selected candidate will be part of a global team, the ability to work closely with both development and business teams in a virtual workplace environment is essential.

Responsibilities

This is an opportunity for an individual with a strong quantitative finance and software development background. The applicant will be responsible for design, development and maintenance of several proprietary analytics libraries that drive our valuation engines across multiple applications. This will require the implementation of financial models that range from the simplest models to the more sophisticated analytics methods, according to business requirements. For this reason, the candidate will be required to prove a strong ability for independent research at a mathematical level as well as a high level of analytical rigour and attention to detail. The candidate will participate in all phases of system development including algorithm design, back testing, integration with other applications and production deployment.  This role requires solid experience with C++ as well as Java and C# programming, as it involves development of interfaces to the core C++ analytical library. 

Qualifications

  • Degree preferred in Mathematics, Physics, Engineering, Computer Science, Finance or a related discipline
  • 3-5 years of experience in C++ development tools and high-level object-oriented programming. Experience in Java, C# or Python will also be considered valuable.
  • 3-5 years experience with a cross section of derivative products including foreign exchange, interest rate, credit and equity derivatives. Experience in fixed-income analytics (mortgage, bonds, …) will be a plus but not the only determinant.
  • Self-motivated and quick-learning professional able to address complex technical challenges, and produce high quality solutions in an efficient and timely manner
  • Excellent communication, organsational and people skills
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