C# - Pricing Options - Experience in Finance - London Fintech

Recruiter
Westbourne Partners Ltd
Location
London
Salary
150000.00 GBP Annual
Posted
16 Oct 2020
Closes
30 Oct 2020
Sector
IT
Contract Type
Permanent
Hours
Full Time

C# - Pricing Options - Experience in Finance - London Fintech

I'm working with a global Fintech, backed by a major Hedge Fund, who are looking for a Software Developer with industry knowledge of Options Pricing and strong C# programming.

The ideal candidate will have around 3-5 years of commercial experience with a solid foundation in analytics and programming, working with Quants in building pricing\analytics modules. Clear experience working with C# with a good understanding of fundamental programming principles and strong understanding of derivatives of at least one asset class in this context. This all needs to be clearly and easily demonstrated by the candidate.

The company are adding rich new features to their portfolio management system, taking it to industry leading standards and elevating it to be a massively scalable and reliable product.

Suitable Candidates Must Have:

  • 3-5 years of relevant commercial experience
  • Command of developing in C#
  • Knowledge of standard pricing models
  • Strong understanding of derivatives of at least one asset class
  • Strong communication skills and collaborative approach to their work

The team have a mix of Quant Developers and software engineers bringing finance knowledge and enterprise scale software development.

The stack here is C# .NET Core 3.1 built services, calling into a C++ quant library, putting results out in React on the Front-End. Hosted on Linux in AWS. Experience of Source Control, CI/CD is valuable, as is exposure to Terraform and CloudFormation (or similar). You'll have access to the parent firms world class Quant Analysts, who continuously enhance the C++ quant library.

Compensation is highly competitive for this role.

If you would like to be considered for this role and match the requirements above, please contact Kyle Jones at Westbourne Partners.

C# - Pricing Options - Experience in Finance - London Fintech

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