Front Office Quantitave Developer

£650 - £800 per day

Front Office Quantitative Developer – Contract

Front office, C#, C , Derivatives, Rates, XVA, Pricing

The Team:

The team is charged with the development of models, pricing tools and system integration of all flow and exotic models used in the firm, on all asset classes. The team is based on the London trading floor. Their products support the trading and risk functions of several different desks via applications that are developed in-house to run on traders’ desktops, compute grids and external cloud compute fabrics.

The Role:

The front office quant team is looking for a contractor to build out the XVA engine. The main role of the successful candidate would be:

  • Collaborate in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation.
  • Respond to business requests for enhancements, develop new features within the system and provide effective support.
  • Communicate with the quants/traders to understand requirements.

Key Responsibilities:

The successful candidate would:

  • Develop on FOS-QRD XVA pricing system and facilitate traders to meet regulatory requirements.
  • Communicate with the traders and quants to discuss requirements.
  • Ensure appropriate and effective documentation is maintained at all times.

Skills and Experience:

  • Experienced in Windows development in a front office position using C or C#.
  • Understand details of derivative contract terms, CSA term, and derivative pricing models.
  • Understand mathematical finance, particularly around rates or credit models.
  • Experience of either XVA (preferable), Credit Risk, Counterparty Risk, Interest Rates, Pricing

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

 

To stay safe in your job search we recommend that you visit SAFERjobs, a non-profit, joint industry and law enforcement organisation working to combat job scams. Visit the SAFERjobs website for information on common scams and to get free, expert advice for a safer job search.

MORE JOBS LIKE THIS
MORE JOBS LIKE THIS
  • Java Developer - AVP Level
    £65000 - £75000 per annum benefits pension

    Java Developer - AVP Level - Financial Services - London

    McGregor-Boyall are currently working with a Global Financial Service Organisation to secure multiple Java Developers on a perm basis.

    This is an exciting opportunity to join a fast growing team to work on top cutting edge technologies on their trading platforms. You will be coming in to develop a range of different java projects across multiple asset classes to ensure their trading services have a high, stable performance.

    You will have the chance to develop different strategic solutions, develop automated testing tools and produce code that is appropriate for low latency java platforms.

    You will get the chance to also work as a full-stack developer working on JavaScript and Angular, my client are happy to provide training on this.

    Essential Skills

    • Extensive knowledge of Core Java
    • Experience with multi-threading, performance tuning
    • Good understanding of OO Programming
    • Strong academics from a relevant field, ideally computer science or mathematics.

    Desirable Skills

    • Experience with systems providing financial services such as trading
    • Experience with scripting languages python, JavaScript
    • Experience with Java testing tools, ideally: JUnit, JMockit, TeamCity
    • Good understanding of frameworks such as Spring, Hibernate, Guice
    • Good understanding of UI Principles

    Key words:

    UI / Spring / JavaScript / Python / Financial Services / Java / Hibernate / OO Programming / Full-stack / credit / Risk / derivatives / Angular / Java Developer / Core Java

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

  • Python Developer - Associate - Sports Trading - £50k-£100K
    £50000 - £100000 per annum bonus

    Python Software Developer – Associate – Sports Trading – *Start-up* - £50k-£100K - JM111018

    A rapidly expanding London based start-up require a strong Python Software Developer, ideally with experience in other OO languages. The team develop pricing models and use those models to provide various services to clients within the Sports Trading sector.

    A passionate Python developer is required to help design and build brand new in-house trading tools. The systems handle real-time data, and you will be given the chance to work closely with Quants and Traders.

    This team require both technological skills (Python and/or OO languages and Database experience) and the ability to work with and build strong relationships with other key stakeholders, such as clients. Their clients range from renowned licensed bookmakers to professional independent gamblers.

    The successful candidate can expect to receive £55,000 to £100,000 base salary, plus competitive package and bonus.

    Requirements

    • Strong development skills in Python and/or other OO languages
    • 2 to 5 years’ commercial experience is required
    • Experience in database technologies and system design is desired
    • Front end development in jQuery and React is advantageous
    • Strong communications skills with a focus on delivering quality and innovation
    • Strong educational pedigree (Comp Sci, Engineering or Maths preferred)

    Full job spec and client details can be provided upon application.

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

  • Python AI/Machine Learning Developer - *Start-up* - £60K-£140K
    £60000 - £140000 per annum

    Python AI/Machine Learning Developer - Start-up - *Multiple Roles* – £60K-£140K

    A rapidly expanding start-up in West London require multiple Python Software Developers and Technical Leads, ideally with experience in other languages; Scala, GoLang, other OO. The team’s work is constantly focused on cutting edge research and ground-breaking AI/Machine Learning technology that assists a wide range of specialist sectors.

    This team require both technological skills (Python, data structures and algorithms) and the ability to work with and build strong relationships with other key stakeholders, such as clients. Their clients range from small accountancy firms and technology companies, to large multi-national corporations such as Investment Banks.

    The successful candidate can expect to receive £60,000 to £140,000 base salary, plus competitive package and bonus.

    Requirements

    • Strong experience with Python.
    • Strong development skills in Scala, GoLang and other OO.
    • Experience with Data structures, algorithms.
    • Experience in database technologies and system design is desired.
    • Strong communications skills with a focus on delivering quality and innovation.
    • Strong educational pedigree (Comp Sci, Engineering or Maths preferred).

    Full job spec and client details can be provided upon application.

    McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.