Java Quant Developer
Prodensa Group, Spain
Job Description
About the company:
A design, data and IT service development company represented in 21 countries with 17 000+ employees globally and headquarters in Switzerland.
The company provides end-to-end technology solutions for mission critical systems, products and services, and helps create data-fueled organizations, solving complex operational, technological and strategic challenges. Its main aim and passion is building resilient businesses, while generating new business channels and revenue streams, exceptional user experiences and modernized operations at scale. Every member of the global team forms part of the backbone of the company's business, so it ensures to support the continual development of all dedicated workers.
Location: Barcelona, Spain
About the project:
The candidate will join an existing program of work which includes risk analysts, quants, BAs, and developers all of whom are in London. This project is experiencing significant growth and the candidate will work in a small engineering-focused team to replace a system with an in house market data system which is responsible for holding years 15 years' worth of data, and calibrating fixed income credit curves by calling into a quant model and providing various parameters (trade conventions, system settings, calendars, par rates), etc.
Tech stack: JavaSE, Java quant integration development, VAR, C++
Responsibilities:
- Java development and quant integration
Requirements
- Senior Java developer with extensive (7+ years) of relevant experience as a quant in a Finance/BCM environment
- Ability to explain pricing and Risk Management techniques
- Good understand of VAR and yield curve construction
Nice to have:
- Credit knowledge (Corporate bond pricing, credit derivatives etc)
Benefits
What can you expect?
- Dynamic collaborative international team of professionals in a fast-growing global company
- Opportunity to learn and use new technologies
- Ongoing learning and growth opportunities
- Varied challenging hands-on projects
- Competitive remuneration and bonus system
- Work mode flexibility
- Partial coverage of transport costs from and to work
- Life Insurance
- Parental leave