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Quantitative Finance Developer
Offer by Brock & Decker
Write code from a detailed model specification.
Significant focus will be on the implementation of asset models and pricing routines according to mathematical specifications.
Check business logic of models and software structure.
A basic understanding and feel for financial modelling is important in being able to craft appropriate business logic.
Assist with the continuous improvement of the automation of model testing and estimation processes.
Rewriting existing code to optimize performance.
Making recommendations for future development of the modeling platform to solve problems relevant to our target markets.
Development of estimation and recalibration tools.
Five years of experience in development of production level software.
Formal education in economics, finance, or mathematical sciences.
Experience with programming financial or mathematical procedures.
Ability to understand the basics of continuous time finance theory is essential.
Working knowledge in some of the areas of econometrics, probability and statistics, stochastic processes, optimisation theory, differential equations, and numerical analysis is required.
Basic understanding of financial markets including fixed income, credit, equity, inflation and derivatives.
Experience with Lab Manager,
Strong problem-solving skills and an interest in understanding and modeling real world phenomena is fundamental.
Self-starter who can work and learn independently as well as being able to carefully execute detailed instructions.
Ability to work effectively in a project and deadline-oriented position.
A strong interest in software development and experience with some programming languages such as julia, Python, C, C , Fortran, or Matlab.
Experience of UI design and implementation is an advantage.
Previous experience with Economic Scenario Generators is an advantage.
Language skills: English.
A new version is available