Front Office Developer C# AND REST
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Job Location:
Monthly Salary:
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
Job Description:
- Redesigning a structured product pricing application to triple the volume.
- Developing new structured products requested by sales based on the term sheet in the application.
- Modeling complex financial products in collaboration with quants and traders.
- Modularizing the application to make it more scalable (API-ization of modules).
- Integrating data flows and operations into a Front-to-Back system.
- Optimizing application performance (algorithms computation time).
- Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
- Technical documentation and technology watch on innovations in structured products and pricing tools.
- Contributing to the Paris delivery cycle including Agile iterations study phases development unit testing regression testing and production deployment.
Requirements:
- Demonstrable knowledge of Equity risks and structured products
- Demonstrable knowledge of pricing techniques: Monte Carlo methods closed formulas such as Black-Scholes.
- Competence C# REST Apis Web services
- SQL and relational databases
- Strong software architecture and code optimization skills (multithreading scalability memory management).
- Experience working in Agile and SCRUM
Key Skills
- Dermatology
- Accomodation
- Football
- Access Control
- HR
- Lorry Driving
