Junior Quantitative Analyst/Developer

JUNIOR QUANTITATIVE ANALYST/DEVELOPER

For one of my globally leading banking clients in Amsterdam we are urgently looking for a Junior Quantitative Analyst/Developer.

The successful Junior Quantitative Analyst/Developer will working within a global team that provides quantitative expertise required to price and risk manage derivatives products. The main tasks of the team are in the area of model analytics and development.

The team based in Amsterdam consists of a number of professionals that develop pricing and risk models that are used globally by different trading locations and risk departments, with a special emphasis on counterparty credit risk models.

YOU WILL BE RESPONSIBLE FOR:

* Act as a specialist within the Quantitative Analytics team regarding development and implementation of pricing and risk models and applications following principles of good software design and parallel computing.
* Closely collaborate with the IT model integration team following the SCRUM methodology for software development.
* Co-operate with business users such as trading desks and risk departments.
* Maintain tools, programming libraries and test environments that are set up to support the model development and integration cycle including new product development.
* Perform quantitative analysis on market data, trade requests and pricing

* A university degree (MSc or PhD) in a quantitative field (computer science, mathematics, physics or engineering) with some proven experience ( around 2 year) in building pricing and risk libraries for trading and/or risk purposes;
* Strong knowledge of C++ including design patterns, parallel programming (eg MPI or CUDA), design of efficient numerical applications, API design and software development based on (automated) regression and unit tests;
* Excellent knowledge of financial instruments and the financial markets, including risk and pricing models;
* Fluency and excellent writing skills in English.

LOCATION: Amsterdam
CONTRACT: 6months +
RATES: Negotiable