Development lead (Quant, front office, pricing)
- Londres, Angleterre, Royaume-Uni Londres Angleterre GB
- Intérim, Plein-temps
- HSBC Bank plc
- 23 avr. 18 2018-04-23
skilled technologist with quantitative knowledge to deliver initiatives on: 1 Market data storage and Feeds 2 Volatility Fitter 3 Pricing libraries maintenance 4 RAD development oversight
The equity derivatives technology team has a multi year transformation Digital program. The strategic Flow Product stream has a team of 4 technologists located in Paris, Hong Kong, China and New York.
We are looking for skilled technologist with quantitative knowledge to deliver initiatives on:
- Market data storage and Feeds
- Volatility Fitter
- Pricing libraries maintenance
- RAD development oversight
- Liaising directly with Front Office stakeholders for requirements
- Desing and implement strategic and short term deliveries
- Participate to the demos and UAT with users as well as automated testing implementation
- Be acustomed to dealing with Front Office stakeholders (Trading, Sales, Structuring, Operation and product control), Be able propose technical and functional solution, being able to challenge stakeholders.
- Have knowledge of Equity Derivative business and in particular pricing knowledge.
- Provide a track record of deliveries on Pricing lib, Volatility tools and RAD development,
- Understanding of Structured derivatives
- Commitment to deliveries
- Extensive experience within implementation teams witth a solid technical background.
- Technical skills
- C#,VBA, Python scripting and Object oriented languages
- Oracle 10g / 11g (SpringData, OpenJPA) - Infrastructure : Tomcat for Java / F5 BigIP for resiliency - Monitoring / Alerting : JavaMelody / SoapUI / Geneos / Control-M
- Asynchronous programmation : scala / java streams / MQ or FIX message treatment
- market data feed event handlers
- Modelisation JSON
- Git, Maven, Jenkins, Visual Studio - JIRA
IDEAL CANDIDATE REQUIREMENTS
- Java (J2EE 8, Spring/SpringBoot, REST/JSON, Solace/Rabbit MQ, CXF, Hibernate) - Delivery track of record
- Disruptor/ Akka / ScaleIO frameworks
- Knowledge on KDB / Q can be a plus
- Knowledge of REST/JSON API and Framework