C#, Quant, Developer, Pricing, PnL, Hedge Fund C#, Quant, Developer, Pricing, PnL, Hedge Fund …

TEKsystems
in London, United Kingdom
Permanent, Full time
Last application, 26 Oct 20
GBP125000 - GBP180000 per annum + bonus
TEKsystems
in London, United Kingdom
Permanent, Full time
Last application, 26 Oct 20
GBP125000 - GBP180000 per annum + bonus
C#, Quant, Developer, Pricing, PnL, Hedge Fund

C#, Quant, Developer, Pricing, PnL, Hedge Fund

You will be working very closely with the Quant Analysis team and Pricing developers. A lot of hedge funds are stick in the legacy platforms. Not here. Here, you will work on a next generation, high performance front office model.

PRODUCT

Over the last two years, we have built the portfolio management system covering FX, interest rate, equity, credit, and commodity cash, and derivative products.

This system provides live risk and P&L, pre-trade pricing, and scenario analysis.

Going forward there are many challenges to solve including:

  • Significantly increasing capacity and performance
  • Rich new features e.g. historical analysis, factor models, screening
  • Support for user preferences

EVP
They are trying to build out a very modern platform with a modern technology stack. A lot of hedge funds have slow pricing models/libraries but this client wants things to be quick and snappy, highly attainable with a large degree of intelligence behind the model they are building. The collaboration between the Quant and the Analyst is really close. Working together.

Skills/Experience

They are looking for pricing C# Quant Developer to help us build our platform into an industry-leading, massively scalable, and reliable platform:

  • 5+ years' of experience developing applications in C# with good knowledge of coding fundamentals
  • Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives of at least one asset class
  • Experience working with interest rate curves, vol surfaces, and other market data
  • Great communication skills and the ability to work as part of a team - bouncing ideas off colleagues, building consensus around design etc. - Ability to explain complicated concepts with ease

They are looking to take their platform to the next level - if large, impactful projects interest you then please apply!!

Trading as TEKsystems. Allegis Group Limited, Maxis 2, Western Road, Bracknell, RG12 1RT, United Kingdom. No. 2876353. Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. TEKsystems is a company within the Allegis Group network of companies (collectively referred to as "Allegis Group"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice available at https://www.allegisgroup.com/en-gb/privacy-notices.

To access our Online Privacy Notice, which explains what information we may collect, use, share, and store about you, and describes your rights and choices about this, please go to https://www.allegisgroup.com/en-gb/privacy-notices.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the "Contacting Us" section of our Online Privacy Notice at https://www.allegisgroup.com/en-gb/privacy-notices for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our

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