Front Office Quant Developer, Python, (VP, Dir)

London
Ref: QDVP-1608
Package to £200k +
Top-tier Investment Bank
Python, C++, Interfaces, Rates/FX pricing, Risk & PnL, Front Office Strat team

Excellent opportunity for an experienced Quant Developer with UI programming at this top-tier investment bank to work on a market leading Front Office analytic pricing and risk management system used by their traders in the Front Office, interfacing with the Mid & Back Office. You'll need strong Python, C++ and Interfaces experience.

This Front Office Strats team are developing the intraday pricing, eTrading, Risk & P&L platform for the Fixed Income business. They are integrating front office functions into a single architecture and seek good experience in the space with UI programming & Angular web development.

RESPONSIBILITIES:

  • Improve the automation of Risk and PnL processes (market object, model choice, calibration choice, booking exception policy)
  • Developing solutions & interfaces to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms
  • Implement new processes & controls to leverage the Bank’s static, product, trade, market data and risk repositories
  • Work with Trading, Structuring, Technology and Operations to build-out the strategic analytics platforms

EXPERIENCE REQUIRED:

  • Strong modelling, pricing and risk management skills, gained in financial services
  • Strong Python, Java or C++, UI Development, Angular technologies
  • Understanding of both Cash & Derivatives for Fixed Income trading (Rates, FX, CDS, Bonds, etc.)
  • Strong experience of infrastructure & database development (e.g. Oracle & UNIX)
  • MSc in Finance, Maths, Physics, Comp Sci, etc.
  • Excellent presentation & interpersonal skills, & able to run multiple projects