• Location: Czech Republic, Prague
  • Salary: Negotiable
  • Technology: Java Jobs
  • Job Type: Permanent
  • Date Posted: 22nd Jul, 2019
  • Reference: 220719ASFRG


We are looking for a motivated, innovative and dynamic individual to join our team on an exciting new project.





Role and Responsibility

On a day-to-day basis you will:
  • Be responsible for analytics for counterparty credit risk for a banks derivatives portfolio
  • Develop maintain and extend the C++ libraries to deliver quantitative models
  • Implement and extend prototype application (Python) as necessary and on the C++ libraries following its full deployment life-cycle
  • Help and support modellers in the delivering of prototypes using or extending as appropriate
  • Provide technical support to all members of the team
  • Make decisions and solve problems




Requirements

The ideal candidate will be able to demonstrate:
  • A degree in quantitative subjects (Computer Science/Engineering/Physics/Mathematics)
  • Must be a senior quantitative developer in their current role and have a deep knowledge of numeric methods
  • Experience working with complex C++ library writing framework
  • Confidence with source controls, continuous integration systems and several technologies




Helpful Skills

Skills that may help in the role:
  • Knowledge in financial maths
  • Experience with multi-threading, multi-processing and/or grid distribution
  • Knowledge of functional programming




Benefits
  • Tailored benefits packages to suit you and your lifestyle
  • A multitude of career development opportunities




What to do next

To be considered for this exclusive role, you can contact me on 0191 814 7803 and I would be more than happy to discuss it with you.

Alternatively, you can contact me via email on a.scaum@frgconsulting.com to arrange a suitable time for a telephone discussion.

All matters discussed will remain confidential.





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