Description
Location: London
Contract Role: Tier 1 Investment Bank
Overview:
A rare opportunity has emerged within a leading global investment bank for an experienced Quantitative Developer to join their Front Office team. This is a hands-on development role focused on creating and implementing new analytical interfaces for Risk and Trading libraries.
Key Technical Requirements:
- Strong C++ development skills (60% of development work)
- Python scripting expertise (40% of development work)
- Linux environment experience
- TeamCity familiarity
- Interest Rate/SWAPS product knowledge
- Understanding of Risk analytics and swap curve mechanics
Core Responsibilities:
- Design and implement analytical interfaces for Risk and Trading libraries
- Develop quantitative solutions for rates analytics and risk calculations
- Collaborate closely with Front Office, IT, and Quantitative teams
- Create and maintain robust testing frameworks
Ideal Candidate Profile:
- 5+ years' experience in a similar quantitative development role
- Strong mathematical/quantitative background
- Proven track record in financial markets, particularly in Rates
- Experience with overnight risk calculations and related processes
Application Information:
If you feel this role is suitable please apply for more details. McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.