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Quantitative Developer 
Grafton Recruitment Kft

Frissítve : 2014.05.08.
Jelentkezési határidő: 2014.05.10.
Hirdetés azonosító: 783209
Quantitative Developer


The Remodelling Team supports the companie's securities trading business by ensuring the accurate Representation of the firm’s contractual obligations in the Risk management Systems.

Into this dynamic team we are looking for a QUANTITATIVE DEVELOPER

Main roles:

- Modellingl Trades in Strategic Platform – compare cashflow profiles, valuations and risk to the original trade representation
- Review trade documentation and ensure that the trade representation in the Risk Management Systems accurately reflect the Firm’s contractual obligations
- Acquire business knowledge in the interest rate derivatives business
- Work with traders, strategists and other departments to finalize the booking of trades

The ideal candidate should be open to learn and apply new technologies and programming languages.

Skills req'd:
- M.Sc. in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area.
- Interest in finance and mathematics
- Sensitivity to details, accuracy in everyday work
- Some programming experience in any language
- Confident command of English

Programming experience in C++, Java or C# is a hughe advantage



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