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Job Details

 

Quantitative Developer (Contract)

Location: London Country: UK
 

Alexander Mann Solutions (AMS) is the world's leading provider of Talent Acquisition and Management Services. We deliver award-winning solutions to over 65 outsourcing clients and consulting services to hundreds more. Our Contingent Workforce Solutions (CWS) service acts as an extension of our clients' recruitment team and provides professional interim and temporary resources.

Our investment banking client has been present in the UK for more than 150 years, they're a long-term partner to British business. Today, the Group is formed of 10 divisions and employs 9,300 staff based in 21 core locations right across the country. Their role is simply stated: help clients achieve their goals by combining local know-how and global reach. In so doing, they seek to make a positive, sustainable contribution to both the UK economy and society.

On behalf of this organisation, AMS are looking for a Quantitative Developer for a 6 Month contract based in London.

Purpose of the Role:

  • This role is in support of a major multi-faceted digital re-engineering project and you work within a Front Office IT Risk and PnL team to help deliver this new platform

As a Quantitative Developer you will be responsible for:

  • Liaise with quantitative research to adapt Risk and P&L Explain calculation following model changes or to improve P&L Explain for existing models
  • Increase coverage of the platform and help roll it out to users not yet on-boarded
  • Participate in the development of the platform to ensure code base remains production level
  • Work in collaboration with Quant Research to ensure high level of availability of the platform
  • Assist traders when they require expert inputs to help them understand their P&L and revenue drivers

What we require from the candidate:

  • Strong knowledge of Fixed Income Flow and FX structured products
  • Understand Profit and Loss calculations
  • Greeks - namely Delta, Gamma, Vega and how they are used to estimate P&L
  • Extensive experience with Excel/VBA, SQL:
    o Legacy systems use Excel
  • Extensive experience with C#/Java:
    o Participation in large scale projects
    o Object Oriented programming
    o MVVM Architecture and WPF framework
  • Comfortable with large scale libraries and working with different profiles (quants, IT etc.)
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.
  • Prior experience in Front Office quantitative research is mandatory

If you are interested in applying for this position and meet the criteria outlined above, please click the link to apply and we will contact you with an update in due course.

Alexander Mann Solutions, a Recruitment Process Outsourcing Company, may in the delivery of some of its services be deemed to operate as an Employment Agency or an Employment Business


Posted Date: 15 Apr 2020 Reference: JS-BNP118220 Employment Business: Alexander Mann Solutions - Nationwide Contingent Contact: Blair Gibney