FO EQ/FI Quantitative Developer/Analyst

1 month ago

London, United KingdomSenior

Responsibilities

Design, implement, and test valuation models and pricers for Global Markets derivative products.
Develop trading tools including pricers, models, sensitivities, and reports while interacting with trading desks.
Drive the digitalization and technical innovation of the derivatives business.
Implement valuation models across Global Markets systems and platforms and ensure consistency between them.
Optimize technical solutions for efficiency and performance.
Coordinate deployment of new models and pricers with Engineering and Risk teams.
Support daily trading-floor activity and integrate trading tools with vendor solutions.

At least 5 years of C++ programming experience, including object-oriented programming, STL, templates, and software development best practices.
At least 5 years of experience in a similar Front Office Quantitative Team role.
Expertise in financial mathematics and derivative valuation, particularly interest-rate models or equity models.
Knowledge of credit, FX, and inflation derivatives valuation is valued.
Experience with Windows and Visual Studio, Linux, continuous integration, software development lifecycles, Jenkins, unit testing, and regression testing.
Knowledge and proven experience with some of Boost, Conan, Google Protocol Buffers, and gRPC.
Experience with AWS or Azure cloud technologies and related frameworks.
Experience with Git, Docker, SOAP or similar web-service technologies, and the Murex platform or Murex Flex API.
Python programming experience is valued.
Experience with distributed computing, GPUs, vectorization, or other high-performance computing techniques is valued.
Strong mathematical, technical, problem-solving, communication, and collaboration skills.
MSc in Mathematics, Physics, Engineering, or another STEM field is required; an MSc in Quantitative Finance, a technical or quantitative-finance PhD, and CQF certification are valued.

10,000+ employees