Software Developer Fixed Income Bonds AWS Finance Tradin London

Recruiter
Joseph Harry Limited
Location
London, UK
Salary
Competitive
Posted
15 Aug 2019
Closes
29 Aug 2019
Ref
1235790223
Contract Type
Permanent
Hours
Full Time
Software Developer (Software Engineer Programmer Fixed Income Credit Rates ABS CDS IRS Derivatives Government Corporate Bonds Amazon Web Services AWS Lambda S3 RDS SQS Quants Quantitative Analysis Trading Finance Java C++ .NET C# Python) required by our asset management client in London.

You MUST have the following:
  • Strong knowledge of fixed income, including cash and derivative products, ideally across credit, rates and ABS
  • Advanced experience as a Python/C++/Java/C#/.NET Developer/Software Engineer/Programmer
  • Knowledge of fixed income products such as government bonds, corporate bonds, ABS
  • Derivatives in fixed income such as IRS, CDS, CDO etc
  • A willingness to learn and work with Python

The following is DESIRABLE:
  • Amazon Web Services (such as Lambda, S3, RDS, SQS)
  • R
  • Experience working with quants

Role: Software Developer (Software Engineer Programmer Fixed Income Credit Rates ABS CDS IRS Derivatives Government Corporate Bonds Amazon Web Services AWS Lambda S3 RDS SQS Quants Quantitative Analysis Trading Finance Java C++ .NET C#) 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. Following that, Python, AWS, R and exposure to quantitative analysts is beneficial but not essential.

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

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