VP/AVP - Quant Developer - Consulting Firm

Duties and Responsibilities

- Design and develop a risk calculations framework including calculation modules, connectivity to data sources.

- Review alternative implementations and suggest/implement improvements.

- Work with project managers and Risk IT to ensure quant code is seamlessly integrated within the Banks's IT systems.

- Support model release processes including integration, regression testing, user acceptance testing.

- Code C#and Java quantitative libraries.

Essential:

- C# / Java experience, preferably in a quantitative risk role.

- Expert C# and Java development skills, R, XML, Visual Studio.

- Extensive knowledge and prior experience with development tools such as SVN, JIRA, TeamCity, Confluence etc.

- Strong knowledge of object oriented design and design patterns

- Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills

- Basic Quantitative Risk knowledge

- Written and verbal communication, team working skills