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Quantitative Developer (Front Office), VP

Our partner is looking for

Quantitative Developer (Front Office), VP

Cvonline.hu partner
Régió: Anglia
Hozzáadva: 2019.11.06.
Jelentkezési határidő: 2019.12.04.

Overall purpose of role

Develop the desk delivery tools and analytics used by Macro trading desks to perform custom analysis. Drive the design and implementation of the new Omega analytics library for the Macro business and the tools used by other Macro quants.

Key Accountabilities

  • Develop a Python pricing framework for the Macro models used by both the Macro quants and traders

  • Develop the functionalities in the Omega library required to price and risk Macro products: trade conversion, vanilla pricers, PDE and MC implementation, static data , risk metrics

  • Support the Macro trading desks to perform bespoke analysis

Decision-making and Problem Solving

  • Post graduate degree in a technical discipline (STEM) from a top-rated university. Ideally with a background in computer science and/or financial engineering

  • In depth C/C++ and Python knowledge is required.

  • Track record of developing pricing and risk analytics.

  • Previous experience on Macro products (flow and vanilla options, Fixed Income, FX or Inflation), and developing in a shared codebase with multiple developers is desired

  • Good written and verbal communication in English

Risk and Control Objective

Ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.

Person Specification

  • Methodical aptitude for problem solving

  • Keen and able to learn quickly. Able to adapt to change and work in a fast changing environment

  • Able to work independently and collaboratively within a team

  • Able to explain technical concepts to non-technical users

  • Uses initiative to spot potential problems and finds innovative ways to solve them

  • Able to balance tactical and strategic solutions in line with the overall needs of the bank, delivery focused

Helyek Anglia
Kategória IT / Informatika
Aktiválás időpontja 2019.11.06.
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