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Senior Quantitative Developer - Java
Eingestellt von Templeton and Partners
Gesuchte Skills: Java, Engineering, Client, Sql
Projektbeschreibung
For a client in the Amsterdam area we are looking for a Senior Quantitative Developer - Java. Our client is in the final stages of implementing in a production environment in order to comply with Solvency II using a partial internal model. The core modelling infrastructure consists of component written in Java for pre-and post-processing, and a Java component for Monte Carlo simulation and applying risk mitigation (reinsurance). The entire solution is implemented on a cluster for scalable performance.
Tasks:
- Implement data pre-processing for four product lines in R (one product line is done, shouldering act as template for remaining products).
- Contribute to final testing/bug fixing or Java simulation engine.
- Act as a Senior Quantitative development expert for the team (Which Currently Consists mostly of quantitative analysts with limited development experience).
- Facilitate in handover of knowledge to new quantitative developers of the team (yet to be recruited).
Key skills:
- Minimum of 5 years' experience developing quantitative code.
- Needs to have Java and R (or S-plus) experience.
- Experience with multi-threading (Java) is a must. Experience with cluster implementations a plus.
- Strong analytic skills (university level maths, physics, engineering, etc.).
- A PhD is a plus.
- Strong, proven, Object Oriented programming and design skills.
- Good understanding of statistics and probability theory.
- Experience with programming and numerical optimization.
- Familiarity with regulatory requirements (Solvency II, Basel II/III) is a plus.
- Familiarity with Credit Portfolio models is a plus.
- Good understanding of databases, SQL.
This role is offered on a contract until the 31st December 2013, with a very high possibility of extension.
The rate offered is highly competitive, for more details contact me.
Projektdetails
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Einsatzort:
Amsterdam, Niederlande
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Projektbeginn:
asap
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Projektdauer:
Keine Angabe
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik