Snr Quant Developer, Global Credit Trading (VP, Dir)

Recruiter
Millar Associates
Location
London (Greater)
Posted
08 Nov 2018
Closes
12 Nov 2018
Contract Type
Permanent
Hours
Full Time
Python, C++, with CDS, HY Bonds, Default Recovery Pricing, etc. RESPONSIBILITIES: Improve the automation of Risk and PnL processes and enable controls (market object, model choice, calibration choice, booking exception policy) Developing solutions to automate computation reserves, Independent Price Verification (IPV), aged inventory report, secured funding curves, and creation of database to support modeling and hedging algorithms Implementing the new automated processes and controls through enhancements to the bank’s strategic infrastructure or through Strat solutions. New processes & controls to be fully automated and leverage the Bank’s strategic static, product, trade, market data and risk repositories Working in partnership with Trading, Structuring, Technology and Operations to drive the build-out of the strategic analytics platforms EXPERIENCE REQUIRED: Strong quantitative, modelling, pricing and risk management skills, gained in financial services Strong coding skills in either C++, Java or Python Understanding of both Cash & Derivatives for Global Credit Trading (CDS, Bonds, Credirt Products) Experience of developing and maintaining banking applications with Java, Python or C++ Strong experience of infrastructure & database technologies including Oracle and UNIX from a development perspective MSc or PhD in Finance, Maths, Physics, Comp Sci, Econometrics, Stats or Engineering The ability to communicate across multiple teams, excellent presentational skills

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