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

EMEA resourcing

Posted on Apr 22, 2022 by EMEA resourcing

Amsterdam, Noord-Holland, Netherlands
IT
Immediate Start
Annual Salary
Full-Time

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).

Reference: 1572914649

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