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Excel RAD Developer - Linear Rates

Closing date
14 Jun 2021

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Technology & New Media
Contract Type
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Job Details

Excel RAD Developer - Linear Rates

We are seeking an experienced Excel RAD Developer to join JP Morgan's Front office Rates Team in London on an initial 9 months contract. This role will be working 50% office based initially on a rotational basis once restrictions are lifted so you must be comfortable with that.

As an Excel RAD Developer at JPMorgan Rates, you will work for the largest and best interest rate derivatives franchise in the world, in London, the global home of Interest Rate trading.

The Team

The Rates RAD team are responsible for the design, build, and management of the Front Office pricing, curve marking, and risk management tools used by the Linear interest rates securities and swaps trading businesses.

The team not only sit with the traders but also with Quantitative Research, in close partnership with both groups, and work with other development teams to build and maintain the desk tools which build and manage the interest rate curves underpinning the entire business.

The team own applications that calculate trading risk and predict P&L; calculate the prices which FO quote; publish prices out to electronic trading platforms, and much more.

The Role

The successful Excel RAD Developer will work in a dynamic environment where a thorough understanding of interest rates trading and a responsible, analytical approach to programming deliver the constant change which keeps JPMorgan's traders at the top of the market.

Your Main responsibilities will be -
  • Working in the full development life cycle, i.e. requirements gathering, analysis, design, implementation, support of RAD application portfolio
  • Building relationships with Front Office users, Quant Researchers, and other teams across Rates Technology
  • Maintaining and enhancing RAD toolset
  • The role involves sitting with and facing off to circa. 30 often senior traders in the world's largest interest rate house, covering the currencies of all advanced-economies.

Duties include -
  • Business analysis of challenges facing this business, both technical and financial in scope, and requiring a thorough understanding of both aspects in order to propose most appropriate solutions
  • Architect, engineer/develop, and maintain complex financial calculations and technical solutions for the business, and for partners in technology and quantitative research, for the toolkit which generates real-time prices, on which billions of notional interest rates will be traded daily, and is used to risk manage and understand and predict P&L on this complex interest rate risk
  • As part of the support rota, support and debug time-critical issues reported by the business and partners in technology, on multiple occasions per day.
  • Work effectively as representative of immediate team, as part of ad hoc teams working on larger projects, covering changes to such things as regulatory requirements, electronic trading, pricing methodology, risk management, technical systems, to ensure the toolkit meets requirements.
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