Quant Developer

BGC Partners
London (East)
13 Nov 2017
16 Nov 2017
Contract Type
Full Time
BGC Partners are looking for a flexible, numerate, energetic and confident, delivery-oriented developer to help with the upgrade and maintenance of BGC’s existing suite of Excel pricing applications.

Group description:

The group is globally responsible for originating real-time pricing solutions for in-house desks, and the distribution of prices to trading systems, Reuters, Bloomberg, and external clients. With teams in New York, London, Hong Kong, Singapore, Tokyo, and Sydney the teams work relentlessly, directly, and iteratively with desks all over the world to provide innovative, revenue-facilitating pricing, and related analytics applications

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.

Skills / experience required:

Essential Experience

  • In-depth knowledge of flow interest rate options including swaptions, capfloor, cms, cms spread options, mid curve and bond options.
  • In-depth knowledge of volatility, correlation and numerical methods.
  • Excellent C# and C++
  • Excel and MS SQL
  • Excellent communication/presentation skills
Soft Skills
  • Collaborative approach to working as part of a global team
  • Ability to work in a demanding environment
  • Ability to self-start and manage
  • Confident communicator
  • Capable at managing your own work load, while providing regular feedback to management
Generous Benefits Package:

22 Days Holiday plus bank holidays (Perm only)40 hour working weekPension SchemeCycle to Work Scheme (Perm only)Childcare Voucher SchemeExcellent Maternity & Paternity LeaveDiscounts on healthcare
This job was originally posted as www.cwjobs.co.uk/job/77467620