Quant Developer

For a client of ours in the financial industry who is looking to expand the team, we are looking for a junior Quant Developer.

Start date: ASAP

Duration: 6 months with possible extension

Location: Brussels, Belgium

Languages: English, French

The Quant Developer is typically a person with a degree in Mathematics or Physics with a strong programming experience in a dealing room environment.

The scope of financial products is Interest Rates Exotic Derivatives, Credit Linked and Inflation. The programming skills required include core Java development, SQL Server, C++ and possibly Grid computing.

The mission will consist of integrating C++ Quant libraries in an internal Java Pricing and Risk analysis platform.

Typical projects include:

- The development of IRD Pricing tools and ultimately integrate them in MAPP (Multi-Asset Pricing Platform)
- The implementation of OIS discounting in the Pricing and Risk Platform
- The development of a generic cross asset pricing engine (Grid based) that is shared by different applications (Credit/CVA/MRM)

You will work in a team of five high level developers and offer 3rd level support to the Front Office users. This includes developing, (re-)programming JAVA applications and integrating in C++.

You are experienced in an Agile/Scrum and Xtreme programming environment. You are independent, driven, stress-resistant, eager to learn and have strong programming skills.Michael Bailey International is acting as an Employment Business in relation to this vacancy.