Senior C# Developer - (Credit Derivatives)

  • £750 - £900 / day
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • Empiric , EA Licence No: 11C5671
  • 10 Sep 18 2018-09-10

Great opportunity for a Senior C# developer to join a leading financial services company within their Credit Derivatives Quant Development team in London, the successful candidate will have prior/current experience of be working closely with the Credit Quant Analysts.

Senior Developer – C#, SQL, CDS, Credit Default Swap, Credit Derivatives, Fixed Income, PnL, Risk.

 

  • Rate: £750 - £900 /day
  • Location: London
  • Duration: 6 months initial contract

 

 

Great opportunity for a Senior C# developer to join a leading financial services company within their Credit Derivatives Quant Development team in London, the successful candidate will have prior/current experience of be working closely with the Credit Quant Analysts.

 

 

Responsibilities

 

  • Migrating proprietary pricing models from a spreadsheet environment onto a server side deployment.
  • Designing and building a sustainable infrastructure to provide live positions, risk, p&l and other enhanced analysis to third party clients.

 

Essential Skills

 

  • C#
  • Experience working with a Credit Derivatives desk on credit instruments (CDS, corporate bonds, etc.)
  • Credit Default Swap
  • Pnl Risk calculation experience
  • SQL
  • Experience with credit reference data and credit market data
  • Excellent analytical troubleshooting skills and attention to detail

 

Desirable skills

  • C++
  • ASP .Net Core 2.0
  • GitLab