Quantitative Developer (Quant / C# / C++) – Risk/Actuarial/Investment Banking

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Location: London
Rate:
Ref: 20923
Type: Permanent

Quantitative Developer (Quant / C# / C++), Risk/Investment Banking/Insurance/Financial/Actuarial, £80 – £120k + bonus + Corporate package. Hampshire/Home based.

Want to work with likeminded smart people, who are best in class? Do you understand Insurance, Financial, Risk, investment Banking or Actuarial Models coupled with being proficient C# .Net / C++ Development skills?

You will be given the ownership to make a real impact in a new solvency & risk distribution model, which regulators are calling best in class. As you learn the systems, and bring you own guidance, there will be future actuarial projects, insurance pricing, valuations, liability, and asset modeling etc for you to work on.

There is a genuine opportunity for you to embed yourself at the heart of a very bright organisation, who want a very high calibre quantitative developer/programmer within Risk/Insurance/Actuary. They act as both a technology division to their own systems and company, as well as a technology consulting company for the insurance, risk, financial and actuarial market.

You will enjoy immersing yourself in the domain of risk/insurance/banking/actuarial models and using the best methods and technology to suit. You will need to be proficient in C# .net and C++ as this will be used within their calculation engines, and if you hadn’t guessed it, you’ll need to be highly numerical.

There is a good chance you come from a risk team of an investment bank and if you are super smart in this domain and want to have true ownership of something big, interesting, and new, please apply.

Quantitative Developer (Quant / C# / C++) – Hampshire & Home based – Paying £80k – £120k + bonus + corporate benefits

Contact: richard@talentlocker.co.uk

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