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Job Title Front Office Developer
Opening Date 26-Oct-2021
Closing Date 26-Dec-2021
Location London
Description

Overall purpose of the job:

  • To develop, maintain and support software for the Front Office.
  • A successful candidate will be expected to assist on a variety of projects to support the front office; including the new development of what-if scenarios in the interest rates space.
  • Develop pre-trade systems used for evaluating relative value trading strategies.
  • Using persistent and in-memory databases and grid computing to process large quantities of static data, instrument prices, rate curves and volatility surfaces.

Education and Qualifications

  • MSc in Computer Science

Experience

  • At least 10 years of successfully developing software professionally. Experience in Finance desired but not strictly required.

Required skills:

  • Excellent command of C# and the .NET platform.
  • Able to thrive in a fast paced, demanding environment. Able to remain calm in volatile markets.

Desired skills:

  • Python, C++, Matlab, R
  • SQL Server or PostgreSQL, RabbitMQ or Kafka, Memcache or Redis
  • A deep knowledge of Interest Rates financial products like swaps, swaptions, bonds, bond futures, bond repos, etc. is highly desirable.
  • Other financial markets like Equity, FX, Commodities, etc.