Senior Quantitative Programmer

WSD is a leading financial services firm that leverages cutting-edge technology to deliver innovative solutions to manufacturers and distributors of structured products . We provide a wide range of services to the structured products industry. Our tools enable price-efficient construction and dissemination of product information across market participants.

Position Overview:

We are looking for a Senior Quantitative Programmer to help develop and enhance our in-house quantitative library; which supports all the WSD services. The ideal candidate will have:

• Strong coding skills


• Familiarity with structured products


• A collaborative mindset and strong teamworking skills


• An appreciation of the mathematics and statistics behind financial derivative

At WSD, you will enhance your programming capabilities; gain exposure to the structured products market and interact directly with clients.

Responsibilities:

• Maintain and develop our quantitative libraries, which are implemented in JavaScript/NodeJS.


• Design and development of new services for the structured products market.


• Respond to client queries that require deep knowledge of WSD’s quantitative systems.


• Expand the library’s capabilities to handle new and innovative structured products.


• Collaborate with software engineers to implement complex features, guide business logic and serve as a bridge between technical and non-technical teams.


• Actively communicate and cooperate with team members across departments

Qualifications:

• Degree in Mathematics, Statistics, Computer Science, or a related quantitative field


• Proficiency in at least one programming language (JavaScript and Java preferred)


• Experience with software architecture solutions, databases and API development


• Understanding of stochastic calculus, statistics, probability and numerical methods


• Experience in academic or industrial statistical projects


• Strong communication skills with the ability to explain complex technical concepts

About WSD and PRIIP Cloud service:

We specialize in helping banks automate the issuance process for structured products. In plain English, a structured product is a financial product, not unlike a savings account, where the return to the investor depends on the performance of an underlying asset (e.g., a stock or an index). While structured products tend to offer a higher return than savings account, they also tend to have a higher risk. Therefore, the issuance (i.e., the creation) of a structured product and its offering to investors is highly regulated. EU’s regulations require a key information document (KID) for each structured product. We offer banks automation solutions to generate such documents. Over 850,000 documents are automatically generated and delivered to our bank clients on a daily basis. The banks are required to produce these documents in 20+ languages.

If the role sounds interesting to you, please share your resume with us. We look forward to hearing from you.

WSD is an employer that values diversity. We highly encourage applications from appropriately qualified and eligible candidates irrespective of age, race, religion, national origin, gender, sexual orientation, gender identity and/or expression, veteran status, disability, or any other status protected by applicable law.