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Bank Quantitative Financial Software Developer

Reference ID:
52250
Category:
Location:
Our client is a Canadian multinational banking and financial services corporation and one of the Big Five banks in Canada.

They are also one of the ten largest banks in North America.

7 years of experience developing quantitative financial software is required

Responsibilities:

Analysis of the requirements & design
Code development & unit testing
Participate in code review sessions

Qualifications:

Strong C/C++ or C# or Java
Previous experience in a financial institution
Understanding of finance and especially derivatives
University degree in mathematics or computer science
Masters/PhD a plus
10+ years of software development experience overall
Expertise in key software design concept, such as object oriented design
Understanding of linear algebra
Understanding of Monte Carlo and random numbers
Understanding of Value at Risk, counterparty risk
Strong Communication Skills (Oral and Written)
Exposure to Netezza/Sybase/Oracle
Unix/Linux/Solaris OS
Shell/Perl knowledge