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Financial Developer

Functieomschrijving

Consultancy assignment Financial Developer! Start asap, untill end of the year

Your job
As Financial Developer at Digital & Innovation you will work in a multidisciplinary scrum team in which contribute to the development of financial, innovative and responsive Web-apps, from development to production. You will contribute to the building and maintaining an in-house application for liability driven investments (LDI). You will work among other highly qualified people who all aim to deliver business value. The team consists of 5 to 6 very ambitious people with a great sense of responsibility. You own everything you build and work cloud native.

Your responsibilities
? Work with other developers on integrating 3rd party analytic packages (i.e. 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

Your experience
? Advanced Degree in a Quantitative Field (Math, Financial Engineering, Computer Science, Physics)
? 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
? Must have demonstrated experience working with 3rd party analytics firms such as Numerix, Fincad, Quantlib.
? Must have experience as a Full Stack .NET developer;

Additional awesomeness:
? You have experience with Angular;
? You are familiar with RxJS and/or NgRx;
? SQL/NoSQL;
? Experience with Azure is a big plus.
In addition to the hard requirements above, we are looking for a team player who is user-focused, open to T-shaped development, result-oriented and strongly driven to learn and experiment.

For more information, please contact Nienke 0205304380 or apply jobs@ts.eu