This leading (top five in the world) global Investment Bank seeks to hire a VP Quant Developer for their Front Office Markets group which supports the development of models, pricing tools and system integration of all models used in the firm, on all asset classes. This role is to support the trading and risk functions of several different desks via in-house developed applications run on traders’ desktops, grids and cloud computing. This is an excellent opportunity to work on exciting and truly leading-edge projects with close interaction with the trading business.
Pricing Tools, Fixed Income, MIFID II, (C++ or C#)
- Development and maintenance of front office tools.
- MiFID II regulatory catch-up, analysis, and development in FO tools.
- Inter-system connectivity and STP via external vendors’ APIs such as Bloomberg and MarkitWire.
- Development and maintenance of inter-system message formats.
SKILLS & EXPERIENCE:
- 7+ years’ experience programming front office applications in C# / C++
- Good knowledge of FO pricing tools and related regulation
- MSc in a technical subject, e.g. computer science, physics, maths, or engineering
- Good derivatives knowledge and understanding of pricing models
- Fixed Income applications
- Great problem solving skills
- Engaging interpersonal skills
- MIFID-II and banking regulation in general
- Experience developing and supporting AI-based applications
- Experienced in external vendors’ API (preferably STP relevant)
- Any experience with Linux OS, .NET Core, MongoDB will be welcome but not essential