Quantitative Java Developer (IRD Pricing and Risk)

SKILLS: Quantitative Java Developer Java Quant Developer Interest Rate Derivatives Pricing Risk C++ SQL Server

Quantitative Java Developer required for a leading investment bank in Paris. My client is ideally looking for someone who has a strong quantitative background, and experience knowledge working as a Java developer in a dealing room environment. 

The pricing and risk analysis platform is written in Java, and so the main role will involve integrating C++ quant libraries into this platform across interest rate derivatives products. Knowledge of pricing and risk is required. 

KEY SKILLS FOR THE JAVA QUANTITATIVE DEVELOPER (IRD PRICING AND RISK)

- Excellent track record as a Quantitative Java Developer in financial institutions
- Knowledge of Fixed Income products, with interest rate derivatives being ideal
- Experience with pricing and risk
- Previous experience in a dealing room environment
- Experience with C++ and SQL Server is required
- Grid computing experience is highly desirable, though not mandatory

If this position is of interest to you, and you are keen to work in a fast-paced, dynamic, multicultural environment, then please do send a word formatted CV to CONTRACTJOBS(AT)

KEYWORDS: Java Quantitative Developer Quantitative Java Developer Java Quant Developer Java Developer Interest Rate Derivatives Pricing Risk C++ SQL Server IRD Pricing and Risk Fixed Income Exotic Derivatives Options Credit Belgium Brussels Luxembourg Paris France Europe