Quantitative Developer in Chicago, IL
As the Quantitative Developer, you will have a 1 / 2.1 Mathematical degree with a minimum 5 years development experience including C++. You will also have Front Office Derivatives / Risk Management knowledge and experience with analytic coding / pricing. A proven track record of developing and delivering solutions in a commercial environment is expected. Murex (flex library development) and grid implementation experience is a plus!
This position provides a challenging opportunity to develop and maintain software for the Global FX Options business that encompasses FX Options. Business requirements cover all aspects of a trading, risk reporting and back office system (Murex). The job will require the applicant to liaise with the trading desk, quant teams, M/O and the rest of the IT team. The role is demanding, as the applicant must gain a good level of knowledge of the traded products, pricing and risk involved with these products and how Murex works. This is a role for a person with both IT experience and business knowledge. The candidate must be able to work in a dynamic environment with demanding clients.
Responsibilities
As a quant developer within the Global FX Derivatives team, responsibilities include:
- Development of FX Exotic Options pricing models and model integration.
- Ability to liaise and discuss analytic content with Quant Analysts.
- Ability to liaise and develop with multiple business and technology groups.
- Ability to quickly understand third party platforms and products.
- Technical analysis, design, testing and implementation.
- Contribution of requirements, design, integration and testing issues with the business users: traders, quants and M/O.
- Working in a global team drawing on other team member's experiences of technology to contribute to the team's solutions.
- Proactively supports knowledge sharing within the GFX technology.
Experience: Required Experience/Skills:
- 1 / 2.1 Mathematical degree.
- Minimum 5 years development experience including C++.
- Front Office Derivatives / Risk Management knowledge.
- Experience with analytic coding / pricing.
- A proven track record of developing and delivering solutions in a commercial environment.
- Is flexible, pragmatic and a self starter.
- Strong problem solving skills.
- Strong communication skills.
Preferred Experience/Skills:
- Post graduate qualification MSc /PhD.
- Murex experience (flex library development).
- Grid implementation experience.
This is an excellent opportunity to join a winning team. Take your career to the next level and turn your interest into action. Apply Now! Or, send your resume directly to . The only way to learn more is by taking the next step.
To Apply to this job go to http://www.GadBall.com or click here