Valuations and Risk Developer/Programmer/Software Engineer/Quant

Valuations and Risk Developer/Fixed Income/Programmer/Software Engineer/Quantitative Developer/Quant Developer/Financial Engineer, English Speaking

Remote working conditions: Mon and Fri - Remote/Tue, Web and Thu - Onsite (client based in New York)

Required Experience And Skills

Experience working as desk quant or in a valuation support capacity

Familiarity with Fixed Income and Derivative products

Proficiency in Python OR C++ (only one of these having experience in BOTH of these languages is not essential) programming and object-oriented coding/design principles

Job Role

Investigate pricing and risk queries from Portfolio Managers, Middle Office and Risk teamMaintain and extend Real Time and EOD P&L and risk infrastructureDevelop new and extend existing pricing models and calculatorsDevelop new columns and reports for portfolios managers and risk managersPartner with QM and Market Data teams when building support for new products or marketsDevelop tools for Middle Office and application support to assist them with supporting daily valuation cycleDevelop integration and unit tests for all new codeProvide day-to-day operational support, including handling/mitigating critical severity issues

(If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with).

Working for a well established organization

Flexible start date (ie immediate to 3 months notice)

Key Skills

• Backend
• Python