Front Office Fixed Income Quant Developer, VP

London
Ref: FIJD-1307
Truly Excellent Package including Front Office Bonus
Top-tier Global Investment Bank
Java or C++ or C# for: derivatives pricing/risk and P&L/yield curves/vols

The Global Markets Debt Strats group is a Front Office team responsible for delivery of risk and P&L platforms and applications for the Rates, Credit and EM derivatives trading businesses.  

They seek a Server-side Quant Dev & a UI Developer.  Key initiatives include the implementation of a new intraday and end-of-day pricing platform along with the maintenance of the intraday risk and P&L platform across the Rates and Credit business.

KEY RESPONSIBILITIES:

  • Hands-on implementation of server-side risk and P&L functionality or UI with Java or C++ or C# (and Python very nice to have)
  • Working closely with trading, quants and other stakeholders to understand requirements and investigate issues
  • Perform analysis of existing platform functionality to determine how best to deliver platform extensions
  • Designing and developing functionality to deliver changes through to production
  • Strong focus on performance and optimization
  • Providing 3rd line support as part of a rota =
  • Providing technical leadership of development team, including management of juniors

KEY EXPERIENCE:

  • Good understanding of multi-threaded software, distributed systems, etc., with strong Java or C++ or C#
  • Experience with derivatives pricing/risk and P&L/yield curves/vols
  • Familiarity with Rates products is beneficial
  • Good communication, credible; able to clearly convey technical details, and business areas covered 
  •  Able to demonstrate pragmatic decision making, proactivity, adaptable
  • Credible as a VP in a front-office Strat function