C# Quant Developer - Pricing Models - Credit Derivatives

This job has now expired please search on the home page to find live IT Jobs.

Tags: C#, ASP.Net, Quant Developer, Credit Derivatives, Pricing Models, C++, Agile, SQL Server, London, Quantitative, Analytics, structured products, CDS, Corporate Bonds, investment banking, financial markets.

Successful Hedge Fund is looking for a talented C# Developer to work directly with the Credit Quant Analysts on the industrialisation of pricing and analytics applications converting Excel VBA pricing spreadsheets.

As a Server-side C# Developer and Quant Developer (with front end C# for UI), you will be developing new features for their structured products Pricing and Risk applications and have a good knowledge of Proprietary Credit derivative models gained from working with Quantitative Analysts at a similar Hedge Fund, Fund Manager or Investment Bank.

A good maths orientated degree ideally coupled with a PhD or Masters in mathematics, Financial Engineering or similar from a Russell Group university would be preferred.

This is a successful, profitable firm with constant investment in IT to further the business.