Quantitative Developer, Risk, PhD, Mathematics, C#, VBA / Excel, Financial Risk

Location: Sydney
Reference: 214867460
Contact: steve
Quantitative Developer, Risk, PhD, Mathematics, C#, VBA / Excel, Financial Risk

The company 

My client is a leading High Frequency Trading firm, exploring new and better ways to progress the business with a highly dynamic and innovative outlook to technology. Their front office Risk team has some of the most experienced C# developers within Options Trading and Algorithmic development and becoming a part of this team would be a major step forward for building your career technically and financially.

 The Role 

This role will see you working within their highly respected Quant team. This is an important role that focuses on development of more sophisticated Risk analytics such as advanced Monte-Carlo & lattice techniques.  You will be able to leverage the strong foundations already built (curves, surfaces, etc) and draw on the know-how of team members. Working with the traders to formulate their queries into mathematically defined search questions.
Required Skills 

• Strong math skills (stochastic calculus, PDE's, numerical techniques,...)
. A passion for RISK 
• Some knowledge of contemporary Option pricing techniques 
• Natural critical thinker and problem solver
• Proficient in O-O design concepts C#
• Disciplined and careful approach to software development
• Team-player - sharing ideas, effort and success
• Strong interpersonal and communication skills 
• Excel/VBA development
• Expertise in the quantitative aspects of one or more of: inflation products, bonds/credit trading, algo trading, time series analysis
Experience Essentials 

• 3+ years experience in Quantitative Research in Risk 
• Contribution to the design and development of a proprietary Quant-library C# and or Excel / VBA 
• Prior experience developing and calibrating term-structure models (LMM or short-rate) in a commercial environment
Qualification Expectations 

•  PhD / Post-graduate studies in math-finance will be viewed favourably but not essential, However Bachelors degree within this space is essential. 
The client aims to create a work environment where employee differences such as gender, age, culture, disability, sexual orientation, family and caring responsibilities and religion are valued. Looking for work-life balance in the finance industry? You don't have to look far, just hit the apply now button or call Steve on 02 8047 4031 for a more confidential discussion or email at steve@xpand.com.au