Python Developer NumPy SciPy Pandas Trading Finance London

Recruiter
Joseph Harry Limited
Location
London, UK
Salary
Competitive
Posted
15 Aug 2019
Closes
29 Aug 2019
Ref
1235790221
Contract Type
Permanent
Hours
Full Time
Python Developer (Technical Lead Team Lead Software Engineer Programmer Fixed Income Credit Rates ABS CDS IRS Derivatives Government Corporate Bonds Equities Equity FX Amazon Web Services AWS Lambda S3 RDS SQS Quants Quantitative Analysis Trading Finance NumPy SciPy Pandas) required by our asset management client in London.

You MUST have the following:
  • Advanced experience as a Python Architect- design, architecture, mentoring, strategy
  • Broad experience of creating complex Python financial applications
  • Exposure to NumPy, SciPy or Pandas
  • Knowledge of trading in fixed income, FX or equities markets
  • Agile

The following is DESIRABLE, not essential:
  • Derivatives such as futures, options and forwards
  • Strong knowledge of fixed income, including cash and derivative products, ideally across credit, rates and ABS
  • Amazon Web Services (such as Lambda, S3, RDS, SQS)
  • Java
  • R
  • Experience working with quants

Role: Python Developer (Technical Lead Team Lead Software Engineer Programmer Fixed Income Credit Rates ABS CDS IRS Derivatives Government Corporate Bonds Equities Equity FX Amazon Web Services AWS Lambda S3 RDS SQS Quants Quantitative Analysis Trading Finance NumPy SciPy Pandas) required by our asset management client in London. You will join a team of 6 spread over London and the US who are employed to productionalise fixed income quantitative models on AWS. These models are often built by the quants in R and the team largely refactor them in Python or wrap them in Python before releasing them onto AWS.

The fixed income quant teams have a broad range of models that need to be released into production. They are largely created in order to identify opportunities in the market and compare returns on potential investments. This might therefore involve the pricing of subordinate debt or comparing CDS to cash bonds. There are some large and complex models that needs to be productionalised and, therefore, in the next 12 months, the number of projects may total 5-6. After this, the number will likely increase. It is a great opportunity for a developer who likes to learn about a broad range of areas in fixed income. There are no business analysts in the team, so the exposure to the business will be direct.

This is an excellent opportunity to achieve experience with modern technology whilst being involved with the fixed income front office. Strong, broad knowledge of fixed income and fixed income derivatives is absolutely mandatory, as is strong Python development. Following that, AWS, Java, R and exposure to quantitative analysts is beneficial but not essential.

Salary: £100k - £130k + 20% + 10% Pension

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