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.
- 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