CCR Risk Quant TRIM/ C# – C++

London
Postuler

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

The successful candidate will be expected to:

  • 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

 

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.

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 counterparty risk modelling environment;
  • 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;

 

Postuler

Poste : CCR Risk Quant TRIM/ C# – C++

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