Fixed Income Products Evaluated Pricing - Financial Engineer/ C# - Python Fixed Income Products Evaluated Pricing -  …

LunaLogic
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 16 nov. 21
Competitive
LunaLogic
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 16 nov. 21
Competitive
Fixed Income Products Evaluated Pricing - Financial Engineer/ C# - Python
Lunalogic UK is looking for an experienced Financial Engineer / IT Quant analyst to work within our client's Evaluated Pricing Service team to enhance their evaluated pricing service and help migrate it from on-premises to AWS.

Mission You will work on our Fixed Income derivative products.
Expecting from you the following roles :
  • Prototype and develop specifications for new Fixed Income products. This will be focused around
    • Curve construction (issuer, sector, yield, zero)
    • Bond pricing and analytics
  • Implement requested features in a generic, modular and efficient way. Test and document them.
  • Work with the evaluator teams to understand their requirements and produce specifications for our future system
Key skills required
  • Good knowledge of Fixed Income derivatives
    • Knowledge of curve construction is a plus
  • Self-driven, goal-oriented team player with good communication skills
  • Computer Science, Financial Engineering degree or equivalent
  • Minimum 5 years experience , with at least 2 years experience in a bank or a financial software company
  • Software development experience. Python and C# preferred
  • Proficient in source control management in Git
  • Able to work in an agile team and working in agile planning and management tools like Jira
  • Good understanding of service-oriented architectures and their benefits
  • Basic knowledge of cloud computing and the different types offerings in this space (Serverless, PaaS, SaaS etc)
  • Ability to work in an international environment
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