Financial Engineering Quant Development

Quantitative development/Financial Engineering role in the credit products group within Fixed Income division. As a part of the global Financial Engineering Group comprised of analytic modelling and designated technology team, candidate will be involved in system/analytical development activities for trading and structuring desks. Candidate's responsibility ranges from implementation of analytic models and pricing methodologies, rapid application development of pre-/post-trade tools for complex products, and development platform for efficient prototyping and deployment of new products and models. The role has heavy focus on delivery with time to market. Candidate sits on the trading floor and is expected to work effectively with quants, traders and structurers to solve critical business problems that are often under specified. Technology includes a mixture of platforms, languages and applications including Excel (VBA/C++ add-in) and Matlab, win32 and linux, C++ for core analytics and most recently python.
Skills Required:
Demonstratively strong C++/OO development skills forged in industry-grade software development. Relevant experience in front-office technology / quantitative development providing solutions to risk/trading problems in exotic derivatives. Strong analytical/mathematical background. Strong inter-personal and communication skills, with ability to work effectively with quants and traders. Ability to think strategically and influence technical direction of the team. Familiarity with cross platform development in particular win32 and linux. Experience with Excel/VBA, with emphasis on integration with server-based applications.
Skills Desired:
Fixed income derivatives knowledge in particular in exotic interest rate or credit derivatives. Python development/prototyping experience. Experience with Matlab and Matlab code integration with server applications.

 

 

Please send a Word CV to Tina Kaul at