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QUANT DEVELOPER - SQL/C#/VBA: EQUITY PRICING INDICES: RATIOS/FACTORS - LEARN .NET

Quant Developer: C#, Equities, .Net, Web, London. Indices, Equities/Equity Finance, Corporate Actions, Dividends, STP, IBES, Worldscope, Factset. New Pricing team consisting of both Quant Research Analysts and Developers is being formed to deliver both Intranet applications and client facing Extranet systems in C#, .net and SQL Server.

They require a business reporting "Quant" Developer with detailed business knowledge gained from Buy or Sell side (banking Hedge Fund or relevant software house), to work with the Quant Research Analysts on implementing applications to calculate factors and Price Earning Ratios from company accounts and brokers estimates. This experience may have been gained from an actuarial background or a fund managers portfolio optimisation.

This is a greenfield, build from scratch opportunity requiring some technical skills, including some of: SQL Server .Net, VBA, Matlab, C#, Reuters, Bloomberg, Factset. Ideally people will have some knowledge or IBES and/or Worldscope. Positive, proactive new team which is growing both the business and the systems to support it.
Company: Optima Connections Ltd   Location: London   Salary: £50-80,000 + Bonus + Bens    Date posted: 09/01/2012  


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