EQD Developer -- C# AND Equity
Коротко
Redesigns a structured product pricing application, develops new products, models financial products, and modularizes the application for scalability. · Needs: Knowledge of equity risks and structured products; pricing techniques (Monte Carlo, Black-Scholes); .Net, C#, REST APIs, SQL.
Описание от работодателя
Job Description:
Redesigning a structured product pricing application to triple the volume.
Developing new structured products requested by sales based on the term sheet in the application.
Modeling complex financial products in collaboration with quants and traders.
Modularizing the application to make it more scalable (API-ization of modules).
Integrating data flows and operations into a Front-to-Back system.
Optimizing application performance (algorithms, computation time).
Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
Technical documentation and technology watch on innovations in structured products and pricing tools.
Contributing to the Paris delivery cycle, including Agile iterations, study phases, development, unit testing, regression testing, and production deployment.
Requirements:
Demonstrable knowledge of Equity risks and structured products
Demonstrable knowledge of pricing techniques: Monte Carlo methods, closed formulas such as Black-Scholes.
Competence in .Net, C#, REST Apis, Web services
SQL and relational databases
Strong software architecture and code optimization skills (multithreading, scalability, memory management).
Experience working in Agile and SCRUM