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Senior Quant Developer

Our client is a leading provider of high-end research and analytics services to a diverse range of financial services businesses across the globe. 

We are looking for a talented and experienced Quant Developer. You will be working with the team to research, validate and implement complex methods and models that have a significant impact on the organization in order to determine all types of market risks with a view to supporting the decision-making process, the operational functioning of the pricing and risk management of traders positions.

Principal responsibilities will include :

  • Work on projects ( with significant impact for the bank) relating to the testing and implementation of new methodologies, developing new risk and valuation models and keep existing models up to date.
  • Participate in the product development process.
  • Deliver analyses and tools for risk measurement and hedging.
  • Deliver analyses and tools for market data calculation and contribution.
  • Perform analysis and bac-testing of model behavior on existing portfolios.
  • Offer support to the user of the valuation models.
  • Participate in the optimization and maintenance of the quant library.
  • Monitor trends and research related on new IT technology and programming techniques that are suitable for model implementation.
  • Implement/integrate models and payoffs in front office systems and/or application.

 

Position Requirements/Qualifications

  • Six to eight years of relevant practical experience within the knowledge domain
  • Thorough theoretical knowledge of mathematics and statistics
  • Thorough knowledge of financial markets
  • Thorough knowledge of mathematical, statistical and econometric modelling techniques and methodologies
  • Thorough knowledge of programming ( C++, C#, Java...)
  • Thorough knowledge of bank products, prevailing legislation and internal procedure on governance, compliance, etc.
  • Excellent verbal and written communication skills, Good analytical skills and excellent problem solver
  • Ability to work with colleagues across global locations
  • Ability to work in a high-pressure environment and deliver accurate results quickly
  • Attention to detail and problem-solving skills.

Additional information regarding our recruitment process:

  • Applications are only invited from candidates with the right to reside and work within

        The Netherlands.

  • Base salary + benefits will be based on experience and track record.
  • Please note that a background check will be part of our recruitment process.
  • Our client is committed to creating a diverse environment and is proud to be an equal opportunity employer.

For more information on Madison Parker International or this position, please call Soumya Shastry, Technology Recruiter on +31(0)70 387 5911 or email your resume directly to soumya@madisonparker.nl

Job Details

  • Location: Amsterdam, Bucharest , Brussels
  • Job Type: Permanent
  • Date Posted: 29 Apr 2020
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