Trade Surveillance Quant Developer

Outsource UK Ltd
United Kingdom
30 Sep 2017
03 Nov 2017
Contract Type
Full Time

Trade Surveillance Quant Developer - Front Office

We are seeking a Trade Surveillance Quant with experience in either Front Office or Trading Desk environments using C# and Python. This position is a 12-month contract for our major financial services client based in Central London

Overview of the Trade Surveillance Quant Developer position

The candidate for this Associate position will work within the Front Office Strategies Quantitative Research Team in order to build pricing, relative value, market data calibration, and machine learning applications for time-series and Trade Surveillance within the Front Office real time platform. The candidate will sit in Front Office, together with Quants and close to Traders of FICC markets. The candidate will implement analytics in C# and Java on the real time pricing platform, as well as relative value, market data calibration, and machine learning platforms; tightly integrated with models implemented by Quants. The candidate will be involved in the full production lifecycle of front-office deliveries from research and design to build, test, deployment and release. The candidate will be responsible for evolving robust testing, interfacing with real time systems, accessing data stores, building HTML5 visualizations, and leveraging Python and Hadoop Big-data analysis environments.

With excellent problem solving skills, practical programming experience, and a strong Quantitative background, the ideal candidate is motivated to generate tangible business value by delivering analytics and insights into real time platforms, with extreme stability and performance requirements. Experience with machine learning and anomaly detection in time series, the Hadoop stack, and electronic trading in the Rates and Fixed Income markets is an additional benefit.

The candidate embodies the following attributes:

  • A solid quantitative background (ideally post grad level in Quantitative subjects) and an quick learner.
  • Practical programming experience in C# or Java and a Python or R scripting environment.
  • Practical Machine Learning knowledge with a focus on clustering and anomaly detection is highly sought.
  • A strong desire to work in a fast paced environment that demands extensive self-learning with a steep learning curve.
  • Knowledge of fixed income and interest rate markets and products, particularly swaps and bonds (optional)

If you considering a move from your current role please apply online or if would like to find out about other opportunities please contact Corinna Jones on or 01793 437291.

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