Quantitative Developer (Job ID #JR02219), Belgrade

About Us

SunGard is one of the world’s leading software and technology services companies. SunGard has more than 17,000 employees and serves approximately 25,000 customers in more than 70 countries. SunGard provides software and processing solutions for financial services, education and the public sector. SunGard also provides disaster recovery services, managed IT services, information availability consulting services and business continuity management software. With annual revenue of over $4 billion, SunGard is the largest privately held software and services company and was ranked 480 on the Fortune 500 in 2012.

Position Responsibilities:

SunGard's Adaptiv are leaders in capital markets risk management. The role of the Quantitative Developer is to help develop, maintain and support our calculation engine – Adaptiv Analytics. 
Adaptiv Analytics is a highly engineered product capable of conducting complex financial risk calculations. Within Adaptiv and beyond it is positioned as SunGard’s primary risk calculation engine. The Adaptiv Analytics team has to provide the financial engineering skill set capable of maintaining, supporting and developing this calculation engine. 
In addition the role supports the entire organisation by providing quantitative expertise specifically in the areas of Market Risk, Credit Risk and Credit Value Adjustment. 
Opportunities exist to promote our solutions internally and externally. You will be expected to support the process of selling our solutions to prospects and developing our relationships with our clients. 
As a quantitative developer your job is to determine the modelling approach and then code the resulting model. 
You will program the mathematical models in C# .NET. This must be done with mathematical accuracy and considering system performance as critical. Code quality must be exceptional in technical design and clarity. 
You will research mathematical models for the efficient pricing of complex financial products, for the evolution of future market and credit events, for regulatory calculations and for the calibration of risk models. 
You will be expected to verify that existing models are correct and appropriate for their intended use. You will need to support your contributions with clear and concise documentation of both the mathematical finance theory and software implementation details. You will be expected to present quantitative ideas clearly and engage in complex discussions regarding financial engineering with a wide range of colleagues. You will provide advice, give demonstrations and support to Clients in both pre and post-sales situations. You will be regarded as a company expert on complex quantitative issues in specific areas.

Position Requirements: 
You will be expected to demonstrate: 

• outstanding software engineering skill, 
• exceptional mathematical ability and 
• strong risk management business understanding. 
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To be a successful applicant you must demonstrate outstanding financial engineering skill requiring exceptional mathematical skills normally evidenced with a PhD or other second degree. You must have experience of programming complex problems and a demonstrable interest in technological innovation. Ideally such traits should be demonstrated from previous employment. 
We require a history of academic excellence i.e. top grades for all exams taken. A top class degree, in a subject of a technical nature, with a high mathematical content from a premier University is necessary. 

Our recruitment process will assess the following competencies:

•  Problem solving skills 
•  Communication skills 
•  Ability to influence and encourage others by means of strong argument 
•  Ability to work as part of a team or alone making a strong contribution in either scenario 
•  Proactivity and strong ownership 
•  Ability to make a contribution at all levels 
•  Conscientiousness balanced with the demands of the business 

The successful candidate will be confident in their financial engineering ability, desire to use technology to solve complex problems and wish to develop a comprehensive understanding of quantitative financial risk management. 

We look forward to receiving your application. Please use only following link in order to apply (only complete online applications will be considered): Apply Here