Iris's Direct Client, one of the largest Investment Bank is looking to hire a strong Senior Quant Developer for a longterm contract opportunity.
Job Description and Requirement
Senior hands-on Quantitative Developer/Lead to contribute to and manage one or more of the key strategic initiatives, with one of them being the integration of Counterparty Credit Risk processes with Front Office P&L valuation models.
This role requires not only superior technical skills (i.e. C++/Linux, C, Excel/VBA,MATLAB development, scripting, etc.), but also deep understanding of the subject matter, strong familiarity with market practices and conventions as well as solid mathematical modeling background (i.e. stochastic calculus, martingale pricing theory, numerical methods, etc.).
An ideal candidate would have at least 5 years of experience either as a quant researcher or quant developer with solid academic background: PhD in hard science discipline would be preferred. However, people with 10 or more years of Quantitative Developer/Researcher experience with a major financial institution would be considered as well. The role will also require interfacing with the most senior technology and business stakeholders throughout the entire organization.