Senior Quant Developer

Key Responsibilities

• Monitor, maintain and calibrate pricing models
• Investigate and resolve deviations model variations from market observations
• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions
• Development of pricing models within an application development framework

Skills / Experience

Essential

• Proven background in maintaining accurate pricing of financial derivatives 
• Proven background in pricing at least one asset class 
• Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
• Experience in working within real-time event driven environments (as opposed to daily snapshots)
• Experience of regular use of terminals such as BBG and Reuters including:
• Data access via excel/APIs
• Front-end usage
• Technical experience of working with data and building data comparisons

Essential Languages:

• Python, Java or C++ (Intermediate level on at least one)

Responsibilities
Desirable

• Pricing models
• Electronic Trading Systems & Execution Platforms
• Execution & Hedging Algorithms
• Background with multiple asset classes is an advantage

Previous exposure to:

• Python or other programming languages advantageous
• Data access via database experience advantageous
• Desirable Languages/Technologies:
• Python, Java, C++, KDB+/Q, C

Personal Attributes

Problem solving:

• Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniques

Analytical:

• Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectively
• Collaborative approach to working as part of a global team
• Confident communicator
• Capable at managing your own work load, while providing regular feedback to management
• To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and/or competition in financial markets due to inappropriate practices or behaviours across the firm