Quantitative Developer

At least 7-10 years experience in financial derivatives, risk analytics and capital markets. Strong understanding of quantitative finance and technology. Experience with risk analytics including Historical, Monte Carlo & Scenario VaR, XVA, PFE. In-depth familiarity with Product Structures, Curve Building, Pricing Models, Risk and Market Reference Data. Strong demonstration, communication, and interpersonal skills. Strong understanding of the Software Development Life-Cycle (SDLC) and best practices (preferably Agile). Experience with development tools like JIRA. Strong hands-on experience with python and/or other programming languages. Experience with cloud-based native services and SaaS offerings. Advanced degree (Masters) in a technical discipline (quantitative finance, financial engineering, mathematics, or physics) is a plus. Experience as a consultant or in client services teams on software implementation projects or in product management is a plus.

Help design complex valuation and risk solutions through customer implementation projects. Capture and translate customer business requirements into solution specifications and designs. Configure Front-to-Risk systems. Handle systems integration/interfaces. Automate workflows. Perform first line troubleshooting during QA and customer testing. Provide 1st class application support to EMEA clients. Contribute to the full lifecycle of product development. Partner closely with product engineering, product management, sales, pre-sales and support. Be an active contributor to change management. Lead, coach and mentor other team members.