Application developer 7634

[zulfikar]

この求人情報の取扱い会社
人材紹介
Skillhouse Staffing Solutions (スキルハウス・スタッフィング･ソリューションズ株式会社)


企業名
会社名非公開

職種
IT関連（オープン・WEB系） - 業務アプリケーションSE
IT関連（オープン・WEB系） - WebアプリケーションSE
IT関連（その他） - 社内システム担当 Skillhouse Staffing Solutions
(スキルハウス・スタッフィング･ソリューションズ株式会社)

業種
生命保険・損害保険

勤務地
アジア 日本 東京都

仕事内容
Excellent long term renewal contract at a leading global life insurance company.
Application Developer is responsible for Implement, maintain and enhance models
and/or functionalities in the risk management systems based on specific
methodology papers.
If you have solid skills and experience as a C++ developing skills and strong
knowledge mathematical theory, you are encouraged to apply.

Responsibilities:
- Implement, maintain and enhance models and/or functionalities in the risk
management systems based on specific methodology papers.
- Maintain the code library in order to ensure stability, robustness and
accuracy of the calculations produced for the hedging program.
- Responsible for high-quality development (mostly C++) and timely delivery of
the projects to support new hedging initiatives.

勤務時間
9:00-18:00

応募条件
- Must be proficient in C++ programming. Professional experience with other
language (C, Java) is a plus.
- Being familiar with MS Excel/VBA development (or scripting languages) is
appreciated.
- Must be able to demonstrate excellent analytical skills and knowledge of
probability theory and Monte Carlo Simulations.
- Ability to translate complex mathematical models and methodologies into quant
programs
- Knowledge of basic financial modeling and pricing theory.
- Significant previous experience developing or validating in-house and/or 3rd
party derivative pricing models in IR, EQ and FX.
- Advanced English skills required (including reading/writing).

英語能力
ビジネス会話 (TOEIC 735-860)

日本語能力
なし

年収
日本・円 550万円 〜 850万円
（月収の目安： 日本・円 45.8333万円 〜 70.8333万円 ※年収を12分割 ）

給与に関する説明
社会保険完備
交通費全給

休日
完全週休2日制（土・日・祝祭日）
有給休暇

契約期間
Renewable 6 months contract