Our client is searching for an experienced Quantitative Developer to work in their London office. The ideal candidate will be part of the Global Fixed Income Quantitative Development team. The successful candidate will be primarily involved with development of real time trading and risk management systems for proprietary trading in global fixed income.
Duties and Responsibilities:
- Portfolio Risk and Stress scenarios for rates trading
- Development of global market monitoring and trading tools in liquid fixed income
- Historical and model based analysis & ranking of trade ideas in liquid fixed income
Experience
- Technical education should include an undergraduate and/or advanced computer science, electrical engineering or other relevant applied science with an emphasis in finance, mathematics, or physics
- Proven track record in software design and development
- Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
Required Skills:
- Portfolio Risk and Stress scenarios for rates trading
- Development of global market monitoring and trading tools in liquid fixed income
- Historical and model based analysis & ranking of trade ideas in liquid fixed income
- SQL
- C#
- Specific Fixed Income and/or FX domain knowledge / expertise
- Product knowledge of any or all of the following: Govt Bonds, Bond Futures (and Options), Inflation Linked Bonds, Interest Rate Swaps, Deposit Futures (and Options), Basis Swaps, Swaptions, OIS Swaps, Caps/Floors, FX Derivatives
If you would like to be considered for the position of Quantitative Developer, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
