Job Description
THE COMPANY AND SITUATION OVERVIEW:
One of the biggest names in the world of professional services is launching a brand new modelling team producing a unique service offering for which there is currently no equivalent in existence. This will consist of advisory services relating to Credit Portfolio Modelling for the financial sector, truly a Greenfield situation! For this purpose they require experienced C++ Developers with strong experience in mathematical C++ programming for financial modelling.
EXPERIENCE REQUIRED:
• A good first degree in Mathematics, Applied Mathematics or a Mathematics-related subject
• A strong mathematical background
• A minimum of 4 years experience in mathematical programming in C++. Please note that non-mathematical C++ coding experience (i.e. code maintenance) is not suitable.
• The majority of your C++ experience needs to have been for the purpose of Financial Modelling/Mathematical Modelling
• At least some of your C++ experience needs to have been in the Banking/Investments sector
• VBA experience
• Database skills including the use of STL
Please note the above experience is essential: You require all of the above to be eligible for this role. I\'m sorry, but contractors need not apply. Only those with a history of permanent employment will be considered.
Desirable, but not essential, are any of the following:
• Knowledge of KMV Portfolio Manager
• Knowledge of Numerical Algorithms Group (NAG) libraries
• Previous experience of building Credit Portfolio Models
THE ROLE:
Your role would consist of developing a suite of Credit Portfolio models, providing technical input into projects, working as part of a project team on client sites and assisting senior management in the delivery of client projects. Depending on your level of experience, you may be required to take responsibility for leading a project team. If you wish, there is the opportunity to assist in business development and marketing.
THE OPPORTUNITY:
Huge! Compelling! Exciting! For starters, this is not a financial institution, this is a consultancy pitching TO financial clients, so come and protect yourself from the credit crunch here. Seriously! They are amenable to refugees of the current market conditions, so if you are currently working for a bank and have found momentum has dried up, this could be for you. As mentioned, this is a brand new team and a Greenfield situation with no competition but with a considerable budget and huge support for its launch, along with fast-track career development, in which you will gain exposure to a wide variety of financial sector clients.
