Quant Developer Senior - Anankei

Brussels

As a Fusion: Invest quant developer

You are in the lead for the requirement definition, analysis and implementation of applications that support our derivatives processing, structured funds (equity swaps), risk management and VAR (Value at Risk).
Technology wise this happens in Fusion Invest (aka Sophis Value) and .Net (C#) so also technological knowledge in these area’s is required.
We call this position quant because a large proportion of the work is linked to complicated calculations.

In the first months of 2021 you will be involved in the upgrade of Fusion from the actual version 7.2.1.3 to one of the latest version 7.4. Any work experience related to that is of course an advantage. The upgrade is led by an experienced teammember from clientside and as such we can also use this context as an introduction in our architecture, system set-up, functionalities and business counterparts.

Vereisten

A strong analytical ability and structural method are crucial in this activity.
You need to have a good understanding of the financial products and their characteristics that are used in this team like equity swaps, interest rate swaps, valuations, risk methods, … ;