Quant Developer, C#, Pricing, Risk, Front Office, London

London (Greater)
£650 - £700 per day
13 Nov 2017
15 Nov 2017
Contract Type
Full Time
Quant Developer, C#, Pricing, Risk, Front Office, London

A leading Investment Bank are currently recruiting for a strong Quant Developer with strong C# technical skills to work in a front office team responsible for the development of models, pricing tools and system integration of all exotic models used in the firm, on all asset classes. The team are based on the London trade floor. Their products support the trading and risk functions of several different desks via in house developed applications run on trader's desktops, compute grids and external cloud compute fabrics.

The FO quants are fundamentally changing the end user trading application. A key objective is to meet the MiFID II regulation for all desks. As a result of the new regulation FO quants must upgrade the pricing infrastructure. Specifically, the goal is to streamline the business flow for sales and traders.

The main purpose of the role is to change FO end user pricing applications.
  • Development of the front office risk engine to build a platform for FRTB
  • Improvement, expansion and support of the platform
  • Contribution to the front office quant team in FRTB related model enhancement

Key responsibilities:

The successful candidate would contribute in
  • Responding to business requirements understanding regulation, front office risks engine and models.
  • Communicating with the front office quants and risks managers to discuss models and requirements.
  • Designing the architecture and develop new features in the front office risk system.
  • Providing effective support for traders and risks managers.
  • Project management to deliver on time.

Skills and experience required:
  • A proven track record of development in front office position using C#
  • Experience in VBA / Excel pricing sheets development.
  • Understanding of a regulation: Dodd Frank, MiFID II, FRTB, SoX or other
  • Understand complex trading and regulation requirements

Please send an up to date CV

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice http://www.allegisgroup.com/Privacy/Default.aspx). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.
This job was originally posted as www.cwjobs.co.uk/job/77529938