Quant Development Manager (IT Manager, Development Manager, C++, C#)Commodities / Energy Trading / Banking
Harvey Nash has been engaged by a leading commodities trading company to support their search for a Quant Development Manager.
The successful candidate will be responsible for building and supporting high quality analytics libraries or components to support the pricing and risk management functions of the business. To engage with the desk heads and quantitative analysts to understand their requirements for pricing and risk analytics tools to support the business.
This person will play a crucial role in the designing and implementing the IT department's strategy and vision for the target core analytics architecture, a universal library of analytics and pricing tools. It will also be vital to ensure this approach is aligned to the business and IT strategy.
Experience requirements of the Quant Development Manager:
· Team leadership, working closely with both IT and the business
· Managing system development projects and providing support for a physical commodity business, within the energy industry or financial trading environment essential
· Significant experience of developing analytics libraries or components
· Strong experience designing and developing using a modern object oriented programming language: § C++ skills required § C# skills desirable
· Financial modelling experience, preferably including modelling of commodity derivative products
· Strong Matlab or S+ experience (or alternatively Octave or R)
· Experience of developing using MS Excel add-ins is desired
· Experience with mathematical algorithm development
If you have the relevant skills and experience and you are interested in working for a leading energy trading company in an exciting and influential position please apply.
Harvey Nash has been engaged by a leading commodities trading company to support their search for a Quant Development Manager.
The successful candidate will be responsible for building and supporting high quality analytics libraries or components to support the pricing and risk management functions of the business. To engage with the desk heads and quantitative analysts to understand their requirements for pricing and risk analytics tools to support the business.
This person will play a crucial role in the designing and implementing the IT department's strategy and vision for the target core analytics architecture, a universal library of analytics and pricing tools. It will also be vital to ensure this approach is aligned to the business and IT strategy.
Experience requirements of the Quant Development Manager:
· Team leadership, working closely with both IT and the business
· Managing system development projects and providing support for a physical commodity business, within the energy industry or financial trading environment essential
· Significant experience of developing analytics libraries or components
· Strong experience designing and developing using a modern object oriented programming language: § C++ skills required § C# skills desirable
· Financial modelling experience, preferably including modelling of commodity derivative products
· Strong Matlab or S+ experience (or alternatively Octave or R)
· Experience of developing using MS Excel add-ins is desired
· Experience with mathematical algorithm development
If you have the relevant skills and experience and you are interested in working for a leading energy trading company in an exciting and influential position please apply.