Within the quant development team of pricing & hedging we are looking for a Microsoft Cloud developer with passion for setting up and maintaining a robust platform. Together with the rest of the team you are responsible for the implementation of the pricing & hedging models in our central libraries implemented in C#.
The framework consists of PaaS components such as web apps, web API and WebJobs. In the near future Git, VSTS and deployment pipeline will be introduced.
This library makes P&L attribution, risk measurement and proper pricing possible. Coding and Testing is a routine job. The focus is on all products and individual (mid) corporate contracts, which are offered by NN life pensions. You are an effective communicator, plan your own work, flexible, decisive, you give clear advice on complex issues and realize your goals.
Your main responsibilities
- You are responsible for delivering a stable infrastructure and application framework both for the end users as well as for the developers. This includes the setup and maintenance of Continuous Integration, Delivery & Deployments framework.
- Configuration of the framework, especially test framework and code coverage reports is part of the job.
- You play a key role in the model implementation and tooling development within Pricing & Hedging in the in-house software platform.
- Object oriented programming in C#, high performance computing. Based on model specifications provided.
- Can coordinate and implement model changes
- Execute and document Functional Acceptance Test (FAT) on new version of software.
Your experience and skills
- Completed education in Informatics or another exact science education and interest in finance.
- Programming experience, good coding skills and software language knowledge in C++ / C# in visual studio.
- Knowledge of Cloud Computing & PaaS architecture (Microsoft Azure).
- Knowledge of protocols and security of public internet
- Orchestration, Automation & Service configuration
- Good communication skills on technical and non-technical subjects with people inside and outside the team
- Energetic, flexible, proactive, decisive and a team player.
- Good communication skills on technical subjects within a team.
- A strong affinity with the values Care, Clear and Commit.
Your team and challenge
You work as a Quant Specialist within Pricing & Hedging at NN Pensions. The department consists of three teams.
Business support & analytics is the team that uses the models to accurately report on NN Pension VNB, risk exposures, and in-force portfolio profitability of products sold in NN-lifepension.
Product design & tariffs is the team that translates internal views on price into client products and communicates within NN-lifepensions with the relevant stakeholders and gremium.
Quant development & Trading quant development facilitates pricing, hedging and reporting by efficient model implementation in a secure and stable IT environment. The Trading part of the team is responsible for monitoring of asset and liability positions and market developments. Moreover for hedge analysis, proposals and decisions.
We offer you
- A work environment characterized by professional atmosphere and collegiality.
- Plenty of opportunities for developing yourself; craftsmanship and development are our top priority.
- The opportunity to work with professional and expert colleagues who have a tremendous drive to do good, in the interest of the client and with an eye for society together.
- Modern compensations & benefits with room for your own choices.
This is a feature in scale 9/10 for 36 hours and the location is Rotterdam. We offer you a contract for one year.
Would you like to comment on this job? Then apply directly via the button under this vacancy.
Do you have questions or would you like more information about the function, call manager Robbie Rondagh, telephone 06-45200647.
Questions about the application process? Call Recruiter Anouk Mastwijk, telephone 06 1527 2039.
Warning: only applications with CV and motivation letter will be taken in to consideration.
[An assessment can be part of the application.]
Acquisition regarding this vacancy is not appreciated.