Position: Senior Backend Engineer
Company: Luxoft
Experience required: 3y
Category: .NET
English level: upper
Published: 2022-06-01T00:00:00+03:00

Project Description:
We are looking for a C# Developer with a quantitative background to work on the enhancement of several applications.

Responsibilities:
• Design, develop and review pricing models mainly using C#
• Participate in the implementation of numerical algorithms
• Contribute to the evolution of the in-house quant framework and support teams across the organisation in its update
• Work in a dynamic environment across departments and countries
• Further develop techniques enabling Quantitative Data Management and Analysis (Data Clustering) to better price and risk manage company Trading products
• Serve as a mentor to less experienced software engineers
• Continuous statistical analysis of Market Data, studying trends and behaviours, establishing strategy to exploit market inefficiency and propose adequate hedging solutions (in the mid-term down to intraday activities)

Mandatory Skills Description:
• Experience in C# programming

Nice-to-Have Skills:
• Critical thinking
• Experience implementing complex numerical algorithms (monte carlo, optimisation algorithms, solvers) and implementing complex pricing models
• A quantitative background, with demonstrable experience working with data/statistical analysis software