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You will join a team of experienced quants and developers embarking on the complete redevelopment of the pricing analytics, risk management, market data, trade capture and reporting applications.
You must have passion for delivering robust, high performance software and quantitative analytics, with either experience in financial markets or an interest to learn about them. You will design, develop and support highly reliable components across a range of technologies in a and fast-moving environment. A strong understanding of structured products, including payoff terms, pricing models, risk measures, PnL reporting and hedging is advantageous.
Quantitative, computer science or engineering academic background
At least 2 years of professional software engineering experience
Programming skills in an OO or functional paradigm (Java/C++/Python/Scala/Haskell/Rust)
Expertise in creating and validating pricing and/or risk models
Library design and development (preferably on Athena, Quartz, Beacon or SecDB)
Internal Number: 6050665
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