The Debt Strats team at this leading Investment Bank is responsible for the delivery of Risk, P&L, Market data, Pricing applications for Rates & Credit Derivatives trading globally. The team is responsible for delivering innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable. This is a key role to lead the delivery of Intraday P&L, Risk and Market Data for the Fixed Income Derivatives trading business and will be well rewarded!
C++, Options Pricing, Interest Rate/Credit Derivatives, Bonds, Risk & PnL
KEY RESPONSIBILITIES:
- Hands-on implementation of server-side risk and P&L functionality in C++ & Python
- Deliver Risk, P&L, market data and calibration functionality
- Work very closely with trading & quants & risk to understand requirements
- Performing analysis of existing platform functionality to determine how best to deliver platform extensions
- Providing technical leadership of distributed development team
KEY SKILLS REQUIRED:
- Investment Banking Front-Office application delivery experience
- Expert knowledge of C++ and Python, particularly server-side development, including multi-threading
- Strong understanding of Interest Rate/Credit/FX derivatives products and trading
- Knowledge of front-office Risk & P&L calculations
- Able to identify architectural opportunities and employ best practices
- Apply appropriate Design Patterns and Multi-tier framework implementation
- Proficient in Oracle and UNIX from a developers' perspective
- Experience delivering in an agile, fast-paced trading technology environment
- Masters in a quantitative field (Maths, Statistics, Physics, Engineering, Finance)
