Job Summary: Front Office/Quant C# Risk & Pricing Developer (Outside IR35)

• Role: Senior C# Risk & Pricing Developer
• Location: Remote (with occasional travel to London City)
• Rate: Up to £800/day
• IR35 Status: Outside IR35
• Duration: 12 months +

Responsibilities:

• Develop and enhance Front Office (FO) risk and P&L functionality in a core risk system.
• Investigate risk and P&L issues raised by users.
• Collaborate with the quant group and FO users to gather requirements.
• Produce user and technical documentation.
• Ensure system stability and supportability.

Essential Skills:

• Very strong C# development, including very strong multi-threading.
• Proficiency in SQL Server.
• Good knowledge of derivatives pricing across asset classes.
• Understanding of risk management and Greeks.
• Experience with distributed systems.
• Strong mathematical background.
• Familiarity with complex Excel pricing sheets
• Python and Azure is a plus.

Ideal Candidate:

• Experience in Front Office and/or quant development.
• Ability to work on a strategic risk and P&L system.

How to Apply:

• Submit your CV for immediate consideration if you meet the criteria.

Front Office/Quant C# Risk & Pricing Developer (Outside IR35)