Senior Quantitative Developer, Credit Derivatives

  • top £800-£900 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Winston fox
  • 03 Oct 18

Senior Quantitative Developer with technical expertise in C#, .NET, SQL Server and Excel VBA, and have a good experience with Credit Derivatives, modelling, pricing and implementation. This role is being hired on merit so it does not require a prerequisite number of years’ experience. In this position, you will be working very closely with a front office Credit Investment team which includes a successful portfolio manager, trader and two highly experienced Quantitative Analysts. The investment focus is structured Credit products such as CDS, CDS Swap Options, CDS index, CDO, Total Return Swaps, Credit Linked Notes, Asset Swaps, etc

Senior Quantitative Developer with technical expertise in C#, .NET, SQL Server and Excel VBA, and have a good experience with Credit Derivatives, modelling, pricing and implementation is wanted by one of Europe’s leading Hedge Funds.  This role is being hired on merit so it does not require a prerequisite number of years’ experience.

 

In this position, you will be working very closely with a front office Credit Investment team which includes a successful portfolio manager, trader and two highly experienced Quantitative Analysts. The investment focus is structured Credit products such as CDS, CDS Swap Options, CDS index, CDO, Total Return Swaps, Credit Linked Notes, Asset Swaps, and Credit Spread Forwards/Options.

 

The Team/Fund is looking to identify an experienced Front Office Quantitative Developer who can work on multiple development projects for the team utilising the .NET/Microsoft stack.  Projects include but are not limited to creating Risk and Pricing applications, model development and implementation, analytic library development, desk-based trading tools and solutions, as well as assisting and support the team in their quantitative research and investment lifecycles.   

 

This firm is very well known Globally and has posted exceptional results this year, so it is an exciting time to join the fund.  There are large expansion plans for the future including increased AuM as well as breaking ground in new markets

 

Qualifications

  • Strong Object Orientated programming skills, production code
  • High proficiency coding C# and SQL Server, also competent with Excel VBA
  • Excellent understanding of the wider .NET Framework and tools
  • Experience supporting a front office Quant and/or Investment team
  • Knowledge/experience of Credit Derivatives in a commercial environment
  • Experience working with Credit specific market data
  • Highly analytical and quantitative with a passion for the markets and derivatives