Description
Role: Senior C# Risk & Pricing Developer
Location: Remote (with occasional travel to London City)
Rate: Up to £800/day
IR35 Status: Outside IR35
Duration: 12 months +
Responsibilities:
- Develop and enhance Front Office (FO) risk and P&L functionality in a core risk system
- Investigate risk and P&L issues raised by users
- Collaborate with the quant group and FO users to gather requirements
- Produce user and technical documentation
- Ensure system stability and supportability
Essential Skills:
- Very strong C# development, including very strong multi-threading
- Proficiency in SQL Server
- Good knowledge of derivatives pricing across asset classes
- Understanding of risk management and Greeks
- Experience with distributed systems
- Strong mathematical background
- Familiarity with complex Excel pricing sheets
- Python and Azure is a plus
Ideal Candidate:
- Experience in Front Office and/or quant development
- Ability to work on a strategic risk and P&L system
How to Apply:
- Submit your CV for immediate consideration if you meet the criteria