senior quantitative developer - c# in Sydney CBD

posted:
location
Sydney CBD, New South Wales
job type
Permanent
salary
AU$ 160,000 per year
reference number
90M0309471_1497833733
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job description

A leading financial services organisation based in the Sydney CBD are searching for a Senior Quantitative Developer to join their team in a permanent position. Excellent salary on offer.

The ideal candidate will be an experienced quantitative / front office developer who can analyse and understand complex business issues, then deliver dynamic pricing, valuation and risk solutions using a combination of C# and Excel models. Solid knowledge of financial instrument pricing and/or risk management is needed.

On a daily basis you will be involved in:

  • You will be focusing on an internal C# pricing and risk library.
  • Develop, maintain and support production-strength software solutions as identified by the business
  • Provide expert advice on best practice development techniques
  • Maintain documentation of developed software and model libraries
  • Challenging software problems requiring a combination of analytical, programming and business skills
  • New products and deals that require timely pricing and risk solutions

To succeed in this role you will have:

  • Experienced in Lifetime and Fixed term annuities: pricing, risk, and P&L attribution;
  • A dynamic and fast-moving business environment
  • Minimum of 10 years IT experience with emphasis on Agile/rapid development of software solutions in the Microsoft/Windows universe;
  • Tertiary qualifications in Computer Science or equivalent degree;
  • Solid experience and education in financial modelling/engineering;
  • Must have proven track record for software solution delivery of production strength software.
  • Advanced in C#

An excellent salary is on offer for the successful candidate.

Please call Ben Cary at Randstad Technologies on 02 8235 3353 for confidential discussion or just hit the apply button below.

skills

Senior Quantitative Developer - C#
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