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Voor onze klant in omgeving Den Haag is Harvey Nash op zoek naar een

Tester

Voor het Atlantis Hedging platform

Startdate: ASAP

Duration: 4 Months with option to extension

Reason for hiring:

Insufficient internal testing, documentation and development capacity to deliver a project.

The project requires testing, documentation and development capacity through 2016 and part of 2017. The role is to document quantitative C# code, develop independent Excel tooling for calibration, and support on the specification and possible implementation of the ESG/Calibration algorithms

Description activities:

Document, test and potentially develop components of hedge platform delivered by Atlantis project, focusing on Web interface and integration

Description results:

Full code documentation of Quantitative models / code in Lightning

Testing of Swaption Calibration (via independent setup of Excel tool)

Testing of Moneyness Calibration (via independent setup of Excel tool)

Requirements for the position:

* Financial product knowledge and experience working in financial industry

* Experience working with systems/applications used in mathematical modeling and numerical simulation techniques.

* Experience with ESG (economic scenario generator), calibration and pricing of exotic options (e.g. variable annuites).

* Experience with object-orientedprogramming languages

* Spoken and written English.

* Professional C# Experience is considered a pro

Please respond with CV and motivation in English.

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