Front Office Quantitative Developer - Rates/FX
Fantastic opportunities for strong quantitative developers in C++ OR C# to work in front office desk trading. FX, Rates.Competitive Salary Packages
Summary about this job
Analysis & Reporting
Company: Bluefin Resources Pty Limited
Location: Sydney
Work type: Full Time
Salary: Up to $200000.00 p.a.
Phone: +61-8-3855-6700
Fax: +61-7-8619-9454
E-mail: n\a
Site: n\a
Detail information about job Front Office Quantitative Developer - Rates/FX. Terms and conditions vacancy
- Front office quant desk roles - Rates, FX, Credit and Commodities
- C#, C++ Object Oriented Programming
- Competitive Salary Package - Permanent Role
Unique opportunities have transpired for quantitative developers to work for a major bank across financial markets covering a wide range of trading desks. With an outstanding presence in Australia my client boosts an impressive team of dedicated quantitative traders, analysts and sales personnel.
This is a fantastic opportunity for experienced quantitative developers to work closely with traders and quantitative analysts, developing and coding pricing models across a suite of financial products.
The successful candidate will have advanced Object Oriented (OO) programming skills, preferably in C# and responsible for coding pricing models, provide quantitative support to traders, quantitative analysts and I.T developers. This is a fast paced but highly rewarding environment that would suit an ambitious developer with a passion for coding and mathematics. It is expected that applicants will work autonomously with little direction as well as identify and resolve complex modelling and system functions. Applicants who do not possess or have demonstrated experience of advanced C# or C++ OO programming, will not be considered for the shortlist.
The successful candidate will need to demonstrate
- At least 5 years of experience in front office development or quantitative development.
- Strong understanding of financial derivatives, preferably interest rates or FX but open to all asset classes including credit and commodities.
- Advanced OO programming skills, preferably in C# and C++
- Expert understanding of quant pricing models and such as (Hull White, Black Sholes, SABR, HJM, Local Stochastic Vol, Local Vol, Smiles etc)
For more information, please contact Maria Shevelev at Bluefin Resources on 02 9270 2612
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