Equity Derivatives Desk Strat (VP)

London
Ref: EDQA-2502
To £140k base, plus Front Office Bonus, plus Benefits
Leading Global Investment Bank
Python, VBA, Equity Derivatives, Global Markets, Front Office

This top investment bank seeks a front office Strat to develop tools for pricing, calibration, market analysis, back testing, booking and workflow automation as part of a global Strat team within the Equity Derivatives trading business. These tools support the full spectrum of flow to exotic equity derivatives products so a strong working knowledge of derivatives pricing and key business workflows (quoting, structuring, booking, risk management, lifecycle, documentation) is required.

You will be expected to be an expert-level Python and Excel/VBA developer; having experience in utilising in-house developed analytical libraries and other API’s to provide complex solutions to Trading, and champion best practices in terms of software development life cycle processes.

ESSENTIAL SKILLS:

    • Expert-level Python skills
    • Expert-level VBA for Excel
    • Front-office development background (3 – 4 years minimum)
    • RAD / Excel development (3 – 4 years minimum)
    • Technical team lead experience preferred
    • Derivatives product knowledge and applications. (Exotic equity derivatives are preferable, but candidates with experience in other derivatives product areas would be considered.)
    • In-depth practical knowledge of derivatives valuation and its implementation by use of analytical libraries

    DESIRABLE ATTRIBUTES: 

    • Programming experience in Java, C#, .NET, HTML5 desirable (not essential)
    • Experience with web service technologies, XML, SOAP, XSLT
    • SQL, Relational and in memory databases: Sybase, Oracle, MongoDB, KDB
      • Ability to work effectively and accurately in a high-pressured trading floor environment with demanding clients
      • A professional manner with the ability to communicate well with traders, middle office and other IT developers
      • Hands-on business and systems knowledge gained in a front-office trading floor environment
      • BSc/MSc in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering