Front Office Quant Developer, ETFs (VP), London Front Office Quant Developer, ETFs (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 24 Nov 20
Base to £140k + Bonus + Benefits (inc. 32 days holiday)
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 24 Nov 20
Base to £140k + Bonus + Benefits (inc. 32 days holiday)
Posted by:
Craig Millar • Recruiter
Posted by:
Craig Millar
Recruiter
The Strats team at this leading Investment Bank is responsible for the delivery of Risk, P&L, Market data, Pricing and Calibration applications for Rates, Credit, Equity Derivatives trading globally. This key role is to lead the delivery of P&L, Risk and Market Data for ETF and the Equity Derivatives trading business.

KEY RESPONSIBILITIES: 

  • Analyse, design & develop functionality for business requirements in C++ and Python
  • Deliver Risk, P&L, market data and calibration functionality 
  • Working closely with trading, quants and stakeholders to understand requirements
  • Analyse existing platform functionality to recommend how best to deliver platform extensions
  • Providing technical leadership of distributed development team

KEY KILLS AND EXPERIENCE:

  • Experienced using C++ and Python, particularly server-side development, including multi-threading.
  • Experienced of developing front-office banking applications
  • Good understanding of interest rate/credit derivatives products, risk and P&L, market data and calibration
  • Experience with dividend fitting, Repo fitting and calibration beneficial
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