Our client is searching for a Quantitative Developer to work in their London office. The successful candidate will be part of the Fixed Income Market Making Development team. You will be Working closely with colleagues across trading, Quantitative Research and Quantitative Development, you will primarily develop real time trading and risk management systems for market making rates and credit products.
Responsibilities:
- Design and develop of high-performance C++ components used by trading applications.
- Responsible for the development and deployment of new risk analytics and pricing models.
- Provide application and analytics support to Quantitative Researchers and Traders.
- Develop new financial analytics functions using advanced mathematical skills and business knowledge to support QR’s need to analyze new products, enhance risk management, and pricing functionality.
- Integrating analytics into real time electronic trading infrastructure.
- Developing Ad-hoc and end of day risk, pnl reports.
- Developing scripts and tools that will be used for monitoring, as well as post release testing and support.
Qualifications:
- Demonstrated analytical and problem solving skills required.
- Experience with Fixed Income risk systems and interest rate curve building techniques is a big plus.
- Experience with Fixed Income products (vanilla and custom products)
- Exposure to electronic market making systems is a plus.
- Strong experience programming with object oriented design skills and fluency in C, C++.
- Experience with scripting languages (e.g., Linux shell, Python)
Education:
- BS degree in Computer Science, Mathematics, or related Computer Engineering or Science curriculum. MS Degree preferred.
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
