eRates Quant Developer, VP

  • £££ Highly Competitive Salary Package
  • Londres, Angleterre, Royaume-Uni Londres Angleterre GB
  • CDI, Plein-temps
  • Millar Associates
  • 19 juil. 18 2018-07-19

An excellent Front Office Quant Development opportunity has arisen in a leading Investment Bank in London. With a background in multithreaded and low latency Java and C# development, you will help build out a new Fixed Income automated trading platform. You will need a strong knowledge of FI Bonds and IR Swaps (pricing & risk), with either electronic trading or front office experience.

Leading Global Banking Group, London
Electronic Trading / Front Office / Interest Rates / Server Side Java / C# / WPF

OVERVIEW:

The business is looking to build out a new Fixed Income automated trading platform. The initial focus is to build out a real-time risk engine for the rates desk, which forms the basis of auto-hedging functionality, to be added as a subsequent project. You will also automate various aspects of IR curve building within the front-office. You will directly face off to senior traders across the international interest rates business.

KEY RESPONSIBILITIES:

  • Build server side Java components that perform automated pricing and real-time risk calculations
  • Build server side Java components that store, retrieve and analyze data valuable for making pricing and hedging decisions
  • Enhance C# / WPF user interfaces for the automated pricing, real-time risk and data analysis systems developed by the team
  • Develop components built upon vendor and open source products for distributing, storing and analyzing front-office data
  • Support the systems developed, explaining and documenting support procedures

ESSENTIAL SKILLS AND EXPERIENCE:

  • Server side core Java experience in low latency systems, preferably within electronic trading
  • Front office quant development experience; preferably Futures, FI Bonds and IR Swaps
  • C# development, preferably WPF and PRISM front-end development
  • Distributed in-memory and memory mapped data structures (Chronicle, Hazelcast and Coherence)
  • No-SQL and tick databases (e.g. MongoDB, Apache Cassandra and KDB+)
  • Test driven development and tools such as JUnit and EasyMock
  • Source code control and build management; tools such as Subversion, Git, Maven and TeamCity
  • Python development experience advantageous: using open source libraries (NumPy, SciPy and Scikit-learn)
  • Excel development experience with Excel DNA desirable
  • Cloud based platform experience (AWS, Microsoft Azure etc)
  • Excellent communication, numerical and problem solving skills