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