Orchestrade is looking for a Quantitative Developer with strong financial and development skills to join our team. The ideal candidate has proven experience in building and supporting enterprise risk and pricing applications with a strong passion for engineering performance and reliability. The Orchestrade development team continually extends our leading trading, risk, and operations solution to cover new business cases, new financial products, new analytics as well as meeting the challenges of the continuous evolution of capital markets for sell-side top-tier banks and buy-side hedge funds and asset managers.
Responsibilities:
Develop software that is high-performance, scalable, and robust
Improve the curve building, pricing and risk engine libraries on cross asset products
Work closely with the Product team to define and understand end-user requirements, and translate them into pragmatic technical solutions
Improve the usage of good practices in the team (clean code, SOLID design)
Contribute to and improve our engineering standards, tooling, and processes
Participate in developing automated tests coverage
Minimum Requirements:
Master’s Degree in Engineering and preferably a double degree in Finance
3 years of experience in the financial market industry
Knowledge of financial products, pricing and risk
Experience with object-oriented programming languages. C# is a plus.
Ability to communicate in English and French with teammates and clients.
Positive attitude and mindset
Why choose Orchestrade:
Work with latest technologies and worldwide biggest financial institutions
Discover all types of financial products for every asset class traded on the globe
Passion to see what is under the hood and master the frameworks used
Dedicated time to continuous learning
Eager to improve your knowledge on financial markets and on the latest technologies
