EMPOWERING YOUR CAREER
We are looking for a Quantitative Developer
to join our team in Cambridge, England, United Kingdom
We are seeking talented Quantitative Developers to join our teams in Oxford and Cambridge to work on our industry leading Risk software solutions suite.
FIS is a global leader in financial services technology, with a focus on retail and institutional banking, payments, asset and wealth management, risk & compliance, consulting and outsourcing solutions. Through the depth and breadth of our solutions portfolio, global capabilities and domain expertise, FIS serves more than 20,000 clients in over 130 countries. Headquartered in Jacksonville, Fla., FIS employs more than 55,000 people worldwide and holds leadership positions in payment processing, financial software and banking solutions. Providing software, services and outsourcing of the technology that empowers the financial world, FIS is a Fortune 500 company and is a member of Standard & Poor’s 500® Index.
The role is a Quantitative Developer within our Adaptiv Technology team.
The Adaptiv team provides the financial engineering skill set capable of maintaining, supporting and developing the calculation engine.
This skill set includes both those of a financial engineer requiring exceptional mathematical skills to PhD level combined with outstanding software programming expertise. The success of any activity in the team is successfully transferring financial engineering requirements into highly performant software through coding within the Adaptiv framework.
The contribution must be exceptional on average. The role is equivalent in scope and necessary skill set to the combination of both a Front Office Quantitative Developer AND Quantitative Analyst role in an Investment Bank.
Duties & Responsibilities:
Developing financial models:
Researching and innovating new mathematical models i) for the efficient pricing of complex financial products, ii) for the evolution of future market and credit events, iii) for regulatory calculations and iv) for the calibration of risk models
Programming in C# .NET the mathematical models the individual has developed. This must be done with mathematical accuracy and considering system performance as critical. Code quality must be exceptional in technical design and clarity.
Creating clear and concise documentation of both the mathematical finance theory and software implementation details.
Verifying the new and existing models are correct and appropriate for their intended use.
Large scale system testing as well as the development of regression tests for all newly coded models and algorithms.
Authoring functional requirements, functional design and technical design specifications.
Managing the whole product life-cycle from defining the functional requirements through development through testing and finally documentation and release.
Providing advice, demonstrations and support to Clients in both pre and post-sales situations.
Complex quantitative support:
Providing internal support function on quantitative and finance questions that other teams in the group cannot answer
• Evidence of ability to conduct independent quantitative analysis
• Software development in at least one of (C++/.NET(C#))
• Mathematical modelling
• Demonstrable interest in the financial industry
• PhD level mathematical ability or equivalent professional experience
• Experience of using software to solve complex quantitative problems
• Proven experience as a quantitative analyst
• Proven experience in financial industry
• Market / credit risk experience
• Software design
• Experience on a large scale ‘enterprise’ risk software product or suite of products
Interested to find out more? Apply now to become part of the FIS team! We look forwards to recieving your application.