24.06.2019 18:03

Senior Quant Developer (małopolskie)

Hays Accountancy Finance - Opublikowano: 24 cze 2019
Senior Quant Developer Kraków NR REF.: 1125135 For 50 years now, Universal Investment have been one of the pioneers of the investment sector and, with € 406 billion of assets under administration and around 650 employees, are the largest independent investment company in the German-speaking countries. For our customers, we are creating clear added value from Frankfurt am Main Luxembourg and Krakow with around 400 asset managers worldwide. A unique offer in Germany.To achieve our ambitious growth goals we are currently looking for a Senior Quant Developer. Key Responsibilities:We are looking for a forward-thinking individual in the field of Quantitative Analytics and Financial Engineering to deliver considerable business impact.In this role, you will work with a multidisciplinary team to design, develop & create quantitative analytical solutions and support and maintain existing applications.• Continuous improvement and optimisation of our valuation methods and our in-house Pricing & Valuation Solution• Production support of existing systems – ability and desire to help with sup-port of data feeds, databases, and scheduled production jobs is a critical requirement for everyone on the developer team:• Assist with the continuous improvement of the automation of model testing and estimation processes.• Develop or refine computer applications that provide deeper analysis of asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk.• Help develop new products or services for our client base. RequirementsThe successful candidate will bring the following:• Master’s Degree or PhD in in a technical field such as Mathematics, Physics, Computer Science, or Econometrics.• Excellent programming skills in statistical packages such as Python, R, MATLAB and Scala, experience in database systems such as Oracle, SQL Server (TSQL, PLSQL).• Deep understanding and professional experience of cross asset class derivative valuation models covering interest rate, FX, equity and credit derivative products.• Passionate about digitisation, new technologies and derived business transformation.• Strong communication, collaboration and relationship building skills with the ability to present and translate complex information to senior leadership and non-technical teams in relevant business terms.• Proven project management and agile development skills.• Fluent in English.• German language skills would be a plus.• Willingness to travel as necessary.• EU work permit required. What we offer:Employees at our company are encouraged to work independently, show commitment and be supportive. In our company, creativity and team spirit are actively practised. We offer our employees both personal and professional training opportunities and promote the individual strengths of each individual....