Front Office Quant Developer, Convertible Bonds & Equities (VP)

London
Ref: QDCB-0706
Package to £200k
Top-tier Investment Bank
C++ & Python, Convertibles Bonds & Equities Platform, Risk and P&L, 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.

KEY RESPONSIBLE::

  • Work in partnership with Trading, Structuring, Technology and Ops to drive the build-out of the strategic analytics platforms
  • Implement Convertibles Bonds & Equities product support in Kannon
  • Analysis, design and development of platform functionality into production
  • Strong focus on platform performance and optimization
  • Provide 3rd line support

KEY SKILLS & EXPERIENCE:

  • 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
  • Strong understanding of Convertibles, Equities, Rates and Credit derivatives and cash products
  • Knowledge of front-office risk and P&L calculation
  • Experience delivering in an agile, fast-paced trading technology environment