Strat Facing Developer - Valuation and Risk - VP/ED level

Recruiter
Anson McCade
Location
London
Salary
Competitive
Posted
25 Jul 2017
Expires
15 Aug 2017
Sector
Accounting
Contract Type
Permanent

Strat Facing Developer - Valuation and Risk - VP/ED level

London based

This position is part of the Risk Infrastructure group within one of the leading American banks. The team has built a strategic state of the art cross-asset valuation risk computation platform for the Fixed Income businesses. The platform's developer base extends from IT developers to quants & desk strategists.

During this role you will work closely with strategists on the trading desks to provide solutions to traders, structurers and salespeople. You will be sitting with strategists on the trading floor and will be expected to interact with multiple business lines (e.g. Interest Rate Derivatives, FX, Credit and others).

You will join a globally distributed team with colleagues based in London, Shanghai and New York and interact with Strats in London, New York, Hong Kong and Tokyo.

Role:

  • You will participate in strategist projects to deliver functionality to traders/structurers.
  • You will develop code and be responsible for managing the full SDLC.
  • Your role will involve developing risk measures, analytics or other libraries needed for the strategists/desk.
  • You will analyse and optimize performance of critical desk tools written on the platform.
  • You should develop/maintain cross-asset APIs for consistency and ease-of-use of the platform.
  • You will advise/mentor strategists who are developing on the platform on best practices and design.
  • Your role will involve communicating with global team, trading desk strategists and other stakeholders.

Desired Skills:

  • Excellent code development skills - Java/Python/C++.
  • Exposure to pricing, risk computation and financial models (e.g. interest rate models).
  • Strong oral and written communication skills.
  • Strong team working ability in local and global teams.
  • Previous exposure to trading risk systems.