stillingsbetegnelse:
Front Office Quantitative Developer for Trading Models

jobbeskrivelse:
Trading Models are a front office team in Nordea Markets that supports the quantitative needs of the FX, money markets and Danish mortgage bond businesses. Our work encom-passes state-of-the-art quantitative analysis and develop-ment, as well as running production systems to deliver key figures for Danish mortgage bonds. We are looking for a quantitative developer with strong IT skills to help deliver first class solutions for the business. The position we offer As a quantitative developer in Trading Models, you will be part of a stimulating environment where your contributions are vital to the team and external stakeholders. You will join colleagues who, like you, are passionate about doing a great job and relishing the challenge. Interaction with many stakeholders is a natural part of the role. You will build an understanding of requirements, then design and implement appropriate solutions, where you are expected to have a hands-on approach and make a substantial contribution by coding. You will drive architectural development, both for internal team work as well as projects involving external stakeholders. Our work is highly quantitative, so you will become familiar with cutting edge quantitative modelling and techniques. You are expected to contribute to making high quality solutions that are fast and robust, often in close collaboration with colleagues. You will take a prominent role in several initiatives, including design and implementation of generic FX options into trading systems, as well as modernising the Danish Mortgage Bond production systems. As well as new ventures, you will also help to maintain and support existing models and infrastructure. The qualifications you need You hold a Masters degree or PhD in computer science or a discipline with a substantial computing component. You have excellent coding skills, are familiar with fundamentals of computer science (e.g. OOP, algorithms) and have proven experience in C++, .Net and Python. You are familiar with SQL and relational database systems, as well as continuous integration environments. You are comfortable with both Windows and Linux, and have knowledge of grid computing and serialisation. You are highly experienced in software design and implementation, with a strong enthusiasm for programming and technology. You combine excellent programming skills with a practical approach to problem solving and business understanding. Experience in contributing to and maintaining a quantitative library is desirable, with knowledge of quantitative techniques (e.g. PDEs, Monte Carlo) also preferable. You are a results oriented individual than can drive projects all the way from conception to delivery. You thrive on responsibility and enjoy driving tasks to their completion. You are fluent in English and your written and oral communication skills are excellent. More information and send application We are looking forward to hearing from you. If you have questions regarding this job please contact Brian Hunton on brian.hunton (at) nordea.com or +45 6155 1006. Kindly send your application with CV and other relevant information no later than 16 November 2015.

Arbejdsgiver Navn: NORDEA BANK DANMARK A/S

Arbejdsgiver telefonnummer: 70333333

Arbejdsgiver faxnummer: 33700466

Job kort beskrivelse: Systemanalytikerarbejde

land: Danmark

region: Hovedstaden

Kontrakt varighed: Fast

Kontrakttype: Fuldtid

krævede uddannelse: Ikke angivet

Kilde til jobtilbud: AMS, Offentlige arbejdsformidlinger, Danmark