Développeur C# Senior – IT Equity – Market Access

London
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Job Summary

In the context of the Targeted Review of Internal Models (TRIM) for Counterparty Credit Risk, Lunalogic UK  is looking for an experienced  Counterparty Credit Risk Quantitative analyst with excellent programming skills to help deliver new analytics to work within our client ‘s Risk Modelling Team, contributing both to TRIM and the new strategic platform development.

Responsabilities :

  • Develop a sound understanding of the methodologies, new and existing
  • Develop, test and roll out the methodology analytics within the target framework (C#-based); support the internal validation process
  • Relay the quantitative requirements and constraints to the developers, business analysts and architects of co-operating teams, so as to ensure that the target architecture is designed to operate flexibly and efficiently; undertake developments & maintenance activities
  • Contribute to the specification of the analytics’ interface within the technical environment it will be deployed into, ensuring timely availability of inputs and outputs

Key Skills:

  • A strong academic background, for example a Masters in mathematics, physics or quantitative finance;
  • Excellent programming skills, including statically-compiled languages such as C++, C# and Java. C# knowledge is highly desirable;
  • Proven experience in a quantitative finance environment, accordingly, the role does require a solid quantitative background within a counterparty credit risk environment. Continuous interaction with other teams in RISK and FO will also call for strong communication skills.
  • Design and implementation of quantitative models, using C# or C++ in a source-controlled environment; knowledge of continuous integration / continuous delivery approaches with particular focus on automated testing

Job based in London available immediately. Attractive remuneration regarding experience and profile.

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Poste : Développeur C# Senior – IT Equity – Market Access

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