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
The Ideal Candidate Will Have
- 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
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.