Front Office Quant Developer, Rates Curves Trading Platform (VP-ED)

Ref: QDMD-0706
Key role with an Excellent Package plus Front Office bonus
Top-tier Investment Bank
C++ & Python, Market Date for covering IR curves, Inflation, IR vols, Strats Team

The Front Office Analytics Strat team at this Tier-1 Investment Bank is working to migrate all Global Markets businesses to the single strategic analytics platform and provides expertise in quant analytics, modeling, pricing and risk. 

You will be joining the Strats team to support the development and implementation of a new strategic intraday and end-of-day pricing, eTrading, risk and P&L platform for trading desks written in C++ and Python.


  • Work in partnership with Trading, Structuring, Technology and Ops to drive the build-out of the strategic analytics platforms
  • Responsible for implementing market data functionality for IR curves, Inflation, IR vols, etc.
  • Analysis, design and development of platform functionality into production
  • Strong focus on platform performance and optimization
  • Provide 3rd line support


  • Investment Banking Front-Office application delivery experience (min 7 years)
  • Strong quantitative, modelling, pricing and risk management skills
  • Experience developing banking applications with C++ and Python
  • Server-side development, multi-threading & high-performance distributed systems
  • Experience working with Curves, Vols and other analytic Market Data
  • Strong understanding of Rates and Credit derivatives products
  • Knowledge of front-office risk and P&L calculation
  • Experience delivering in an agile, fast-paced trading technology environment