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Analytical Developer

Dmitrij Strelnikov

Analytical Developer
« kdy: 23. 08. 2011, 11:58:36 »
Department Overview
A Capital and COMPANY Capital have been in partnership since 2007, whereby A Capital has been the vehicle used by COMPANY to expand it’s operations in the growing markets of South Africa and surrounding countries.  In order to facilitate this growth A Capital have been investing heavily in building out leading edge trading platforms and associated systems across many product lines, including Equities, FX, Fixed Income, Credit and Commodities.

Main Function
The A Capital team in Prague is a recognized centre of excellence in software development, with a highly talented and multi-skilled team. The team in Prague works in many areas including:
Building Pricing & Risk Management Tools for Equities, FX and Fixed Income.
Interfacing with trading systems and exchanges.
Developing GUIs for use by traders and others.
Developing tools for algorithmic trading.
Developing data marts and reporting solutions.
Usage and integration of quantitative analytics libraries.
Usage of advanced technologies such as grid computing and hardware message routing.
It should be noted that the work we do generally much more demanding and interesting than that found within a typical high street bank.

Main Duties
Participate in development and support of new and existing pricing and risk management tools.
Work closely with the COMPANY Capital quantitative analysts, traders and other stakeholders during the entire development cycle (analysis, design, prototyping, construction and deployment) to ensure user satisfaction
Develop a deep knowledge of financial markets, products and derivatives through training, self study and on the job experience.

Person Requirements
Excellent English and communication skills.
University degree, preferably in a numerate subject (i.e. Computer Science, Math, Engineering, etc.).
Relevant advanced degree such as a PhD, RNDr or MSc an advantage.
Exceptional C#/.NET or C++ (ideally with STL & Boost)
Strong maths knowledge an advantage.  E.g. Stochastic calculus, linear algebra, statistics etc.
Advanced Excel skills
Knowledge of XML/XSLT
Previous experience working at an investment bank, an exchange, financial software company or experience in mathematical modelling an advantage.

Contact me at +420 777 789 799
Dmitrij Strelnikov

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