We are seeking a Quantitative Developer for a Financial Service Client in Bermuda. You should have experience working with Structured Products, Derivatives and Quantitative Software. Ideally you will also have research, pricing and optimization experience.

The ideal candidate will come from a very strong mathematical, quantitative and developmental background with extensive experience with MATLAB (- in particular working with finance, optimisation and parallel computing toolboxes), C#, SQL, VBA and Java. Experience with R would also be highly regarded. You should also have experience implementing algorithms in financial institutions.

You will play an integral role building the framework and quantitative software systems for trading, risk management and portfolio management. You will also be responsible for designing and implementing valuation, risk management and portfolio optimization tools to support security, strategy, macroeconomic and tactical positioning research.

Design and deliverables will extend from data connectors/warehousing to front-end analytics, reports, portfolio monitoring/opportunity detection tools, as well as economic, financial and time-series modeling.

Ideally you will have an advanced degree in a quantitative field; Maths, Computer Science, Econometrics, Financial Economics or any other analytical degree from a top tier university. You will have strong quantitative and analytic skills and extensive experience in application, database and research programming.

This is a fantastic opportunity to join a new desk and really help build a team. Offering a commitment to skills training and career progression, this is a hugely important role for the company; which will really enhance your career.