C#/Developer/Programmer/Software Engineer/Banking/Derivatives valuation, remote working

C#/Developer/Programmer/Software Engineer/Banking/Derivatives valuation, remote working

English speaker

Skills:

• Experience with Financial Instruments;
• Experience as a Full Stack .NET developer;
• You think the development of RESTful APIs on the basis of .NET Core is a cool thing to do;
• Building a micro service architecture is something you've worked with;
• You have a great interest in Agile-Scrum-DevOps best practices and you know how to inspire other people on these topics;
• Continuous Delivery & Test Automation are things that make you happy;
• Must have strong quantitative skills and understanding of derivatives valuation, risk and hedging models, including the ability to assess accuracy
• Deep understanding of derivatives modelling and current on market conventions for pricing and hedging

Additional awesomeness, these are not ESSENTIAL skills but highly desirable:

• You have experience with Angular;
• You are familiar with RxJS and/or NgRx;
• SQL/NoSQL;
• Experience with Azure
• Experience with Portfolio Management Systems working with 3rd party analytics firms such as Numerix, Fincad, Quantlib.

Tasks:

• As Software Developer Investment Management at Digital & Innovation you will work in a multidisciplinary scrum team in which you are responsible for the development and execution of innovative and responsive Web-apps, from development to production.
• You will work among other highly qualified people who all aim to deliver business value.
• Each team consists of 5 to 6 very ambitious people with a great sense of responsibility.
• You own everything you build and work cloud native.
• Work with other developers on integrating 3rd party analytic packages (ie Numerix) into the firm's front platform
• Document, test and validate the quantitative models used in the LDI process
• Identify aspects of the interest rate derivatives (Vanilla and Exotic) and bonds models in the library that may need to be tweaked, altered, or fixed

Working for a well established client.

Working conditions: remote working with occasional trips to client site when required site in Amsterdam Netherlands

Flexible start date (ie immediate to 3 months notice)

(If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with).