Quantitative Developer #28691 | SunGard | UK-Cambridge-Vision Park; UK-Oxford-Abingdon-100 Milton Park

Quantitative Developer #28691 | SunGard | UK-Cambridge-Vision Park; UK-Oxford-Abingdon-100 Milton Park

Quantitative Developer

Job ID #: 28691	Location: UK-Cambridge-Vision Park; UK-Oxford-Abingdon-100 Milton Park
Functional Area: Information Technology	Department: Development
Position Type: Full-Time Regular	Education Desired: Masters Degree or equivalent
Relocation Provided: No
Travel Percentage: 0

Position Description Based in our highly energised and collaborative office environments in either Cambridge or Oxfordshire we are looking for an outward facing Quantitative Developer with strong quantitative and development skills who will be able to absorb a complex business domain within a short period of time. Working as a member of the Adaptiv development team, the candidate will be working on a variety of financial engineering projects addressing contemporary quantitative risk challenges.   In addition the role supports the entire organisation by providing quantitative expertise specifically in the areas of Market Risk, Credit Risk and Credit Value Adjustment.  You will be regarded as a company expert on complex quantitative issues in specific areas. Position Requirements Responsibilities • Core development of the ‘Adaptiv Analytics’ engine, programming in C# .NET.  Determine the modelling approach based on business requirements and then code the resulting model.  This must be done with mathematical accuracy and considering system performance as critical. • Driving product innovation. Be proactive in ensuring that our components are fully capable of addressing current and future problems in financial risk management and risk-based pricing. This will encompass researching, prototyping and productising all the way up the innovation curve including partnering with other development groups. • You will provide advice, give demonstrations and support to Clients in both pre and post-sales situations. • You will research mathematical models for the efficient pricing of complex financial products, for the evolution of future market and credit events, for regulatory calculations and for the calibration of risk models. • Validate that existing models are correct and appropriate for their intended use. • Present quantitative ideas clearly and engage in complex discussions regarding financial engineering with a wide range of colleagues. Essential Skills • Proven software engineering skill, • Exceptional mathematical ability and • Strong risk management or financial engineering understanding. • Excellent academic qualifications. Top grades for all exams taken. A minimum of a 2.1 degree, in a subject of a technical nature, with a high mathematical content from a premier University is necessary. We expect to see exceptional A-level grades (mostly As) or equivalent. To be a successful applicant you must demonstrate exceptional mathematical skills normally evidenced with a PhD or other second degree. This successful candidate will be confident in their financial engineering ability, desire to use technology to solve complex problems and wish to develop a comprehensive understanding of quantitative financial risk management. What We Offer You • Excellent salary and benefits. • Exceptional colleagues to learn from • Experience from a diverse client base • Opportunity for personal and professional development. • A fast moving agile environment. • Travelling opportunities if desired. • Long term career prospects. • Excellent working conditions. In today's financial markets risk is centre stage. From pre-trade risk based pricing analysis to post-trade risk management it has never been more important to be in control. As one of the world’s leading providers of software and processing solutions to the financial services sector SunGard prides itself in providing industry leading risk infrastructure. Central to that infrastructure is our modern, highly performant, cross-asset risk engine, Adaptiv Analytics.

Recruitment at SunGard Financial Systems works primarily on a direct sourcing model; a relatively small portion of our hiring is through recruitment agencies. SunGard does not accept resumes from recruitment agencies which are not on the preferred supplier list and is not responsible for any related fees for resumes submitted to job postings, our employees, or any other part of our company.

SunGard is an Equal Opportunity employer - with a real commitment to managing diversity and ensuring equality of opportunity for all. Please note all offers are contingent on successfully passing the pre-employment checks. These may include: Previous Employment Highest Education Directorships Career Gap Analysis Extended Blacklists Credit Check Basic Criminal This list is not exhaustive. As part of the selection process this role may require an assessment to determine suitability. http://careers.peopleclick.com/careerscp/client_sungard/external/jobDetails.do?functionName=getJobDetail&jobPostId=60810&localeCode=en-us