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- Developer contract for an international Investment Bank
- Minimum 6 month contract with possibility of extension
About Our Client
My client is an international Investment Bank in the Financial Services industry.
Job Description
The successful candidate for the Quantitative Developer - Risk and PnL contract role based in London, will fulfil the following:
- Become familiar with Risk and P&L Methodology
- Liaise with quantitative research to adapt Risk and P&L Explain calculation following model changes or to improve P&L Explain for existing models
- Increase coverage of the platform and help roll it out to users not yet on-boarded
- Participate in the development of the platform to ensure code base remains production level
- Generally, work in collaboration with Quant Research to ensure high level of availability of the platform
- Assist traders when they require expert inputs to help them understand their P&L and revenue drivers
The Successful Applicant
To be considered for the Quantitative Developer - Risk and PnL contract role, the candidate must present evidence of the following:
- Strong knowledge of fixed income flow and FX structured products
- Understand Profit and Loss calculations
- Greeks, namely Delta, Gamma, Vega and how they are used to estimate P&L
- Extensive track record of working with Excel/VBA,SQL:
- Legacy systems use Excel
- Previous work with C# / Python / Java:
- Participation in large scale projects
- Object oriented programming
- MVVM Architecture and WPF framework
- Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
- Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialisation.
- Prior work within front office quantitative research (mandatory)
- Good interpersonal skills.
- Able to work autonomously within the requirements of the project and the quant team.
- A hands-on attitude and willingness to make things happen.
What's on Offer
The day rate for this contract role is between £700 and £770 - per day INSIDE IR35
The opportunity for Hybrid working
A chance to work with the quantitative research team of a global bank operating in the Financial services industry
Contact
Whitney Guerra
Quote job ref
JN-012022-4578476
Phone number
+44 207 269 2203
- Sector
- Technology
- Subsector
- IT Development
- Industry
- Technology & Telecoms
- Location
- London
- Contract type
- Temporary
- Consultant name
- Whitney Guerra
- Consultant phone
- +44 207 269 2203
- Job reference
- JN-012022-4578476
