Quant Developer - R/S-Plus - Amsterdam

Quantitative Developer - Quant Developer - R Developer - S-Plus - Statistical Software Development

My client has an urgent contract requirement for an additional Quant Developer/Quantitative Developer to join a project team on an initial 2 - 3 month assignment

The successful Quantitative Developer/Quant Developer will need extensive experience with R (or S-Plus) and a strong background of statistical analysis.

Tasks:
* Implement (re)build components in R.
* (Contribute to) Final testing in the form of aiding with test-cases and explaining to testers the functionality.
* Act as senior quantitative development expert for the team.
* Facilitate in handover of knowledge to quantitative developers within other teams

Key skills:
* Demonstrable experience developing quantitative code.
* Previous Experience of R (or S-plus) experience.
* Strong analytic skills (university level maths, physics, engineering, etc.). A PhD is a plus.
* Strong, proven, programming skills.
* Good understanding of statistics and probability theory.
* Experience with numerical programming and optimisation.
* Familiarity with regulatory requirements (Solvency II, Basel II/III) is a plus.
* Familiarity with Credit Portfolio models is a plus.
* Excellent understanding of databases, SQL.

Quantitative Developer - Quant Developer - R Developer - S-Plus - Statistical Software Development