Sophis IT Dev

SOPHIS IT, CONTRACT, £500 P/D, LONDON

SOPHIS IT, PRICING, RISK, COMMODITY, C++, .NET, WPF, VBA

Sophis IT for professional to work on Pricers integration and risk calculations.

The role will require management of different projects and business analysis linked to the commodity group:

- New products implementation within Sophis
- Implementation of new tools for P&L reporting
- Booking improvement within Sophis
- Reports extractions

ALL APPLICANTS MUST HAVE FINANCIAL MARKETS (INVESTMENT, INTERNATIONAL OR CORPORATE BANKING) EXPERIENCE, ALONG WITH THE FOLLOWING:

- Strong understanding of analytics, pricing tools and methodology
- Understanding of pricing models
- Understanding of risk scenarios (risk matrices, var, greeks calculation, etc)
- Capacity to communicate with Traders, quant teams
- Understand of Derivatives and more especially commodity derivatives
- Understanding of Sophis toolkit and capacity to integrate customized functionalities within Sophis

TECHNICAL AND/OR TECHNOLOGY SKILLS REQUIRED:

- API Sophis Expert
- Progiciel Sophis Expert
- Language C++, STL, Boost, runtime Expert
- .Net C#, Entity Framework, WPF Expert
- C++, VBA XL Expert
- Oracle PL/SQL Medium
- SQL Medium
- Visual Studio (Microsoft) Medium

If you satisfy these requirements please forward your CV.