C#, Quant, Developer, Pricing, PnL, Hedge Fund
You will be working very closely with the Quant Analysis team and Pricing developers. A lot of hedge funds are stick in the legacy platforms. Not here. Here, you will work on a next generation, high performance front office model.
Over the last two years, we have built the portfolio management system covering FX, interest rate, equity, credit, and commodity cash, and derivative products.
This system provides live risk and P&L, pre-trade pricing, and scenario analysis.
Going forward there are many challenges to solve including:
They are trying to build out a very modern platform with a modern technology stack. A lot of hedge funds have slow pricing models/libraries but this client wants things to be quick and snappy, highly attainable with a large degree of intelligence behind the model they are building. The collaboration between the Quant and the Analyst is really close. Working together.
They are looking for pricing C# Quant Developer to help us build our platform into an industry-leading, massively scalable, and reliable platform:
They are looking to take their platform to the next level - if large, impactful projects interest you then please apply!!
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