XVA Quant Developer - Permanent

£70000 - £120000 per annum Bonus and Package
image

PLEASE CONTACT

PERRY ROBINSON
Unknown******

XVA Quant Developer – Permanent

Our London based client is seeking a quantitative developer to build their IT infrastructure and interfaces in addition to facilitating the implementation and support of the quantitative models developed in Treasury Analytics. These tasks relate to valuation and risk management of derivatives and complex financial products. The role interacts up to senior management level with Treasury and IT departments to support the Bank’s strategy through effective development and implementation of Treasury Analytics systems solutions.

Skills

  1. Front Office IT / Quant development experience and used to agile development
  2. Development of the interfaces for the in-house pricing library using mainly C as well as C#, Python, XML, JSON and SQL
  3. Develop the infrastructure for grid computing and batches in addition to workflow design
  4. Develop market data “feeding” infrastructure and other automation tasks
  5. Assist with development, maintenance and enhancement of bespoke applications used as decision making tools by the Treasury department
  6. Good understanding of financial instruments in general and in particular the asset classes interest rates, foreign exchange, equity and credit derivatives and their joint modelling
  7. Good understanding of risk management and portfolio valuation techniques (e.g. VaR, sensitivities, CVA / DVA, FVA…)

OPEN ON LEVEL OF HIRE

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

MORE JOBS LIKE THIS
MORE JOBS LIKE THIS
  • Resourcing Business Manager
    £450 - £500 per day

    My leading global investment banking client are looking to bring on a Resourcing Business Manager to define, communicate and deliver resourcing strategy and project initiatives globally.

    Candidates must have:

    • Extensive business management experience within top investment banks.
    • End to end recruitment experience within financial services.
    • Experience working within a global resourcing COO and demostratable ability to drive resourcing initiatives.
    • Excellent financial, budget & headcount management skills.
    • Ability to translate complex data annd operational challenges into a strategic road map.
    • Extensive project management skills within business management roles.
    • Strong MS Office skills (powerpoint)
    • Strong senior stakeholder skills

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

  • C Trading systems Developer - Prop. trading organisation
    Up to £120000 per annum Cash bonus

    High performing proprietary trading organisation based in London are looking for an exceptional C Developer to come and working with some of the best traders, developers and engineers in the market.

    This company boasts a very fast paced, informal and highly rewarding working environment.

    The successful C developer will join a team that ownership of all the firm's trading systems, applications, frameworks, tools and spreadsheets. As well as this the team takes care of the full product stack from low latency order execution systems through to web based front - ends.

    The team sit on the trading floor and work directly with traders and end users to develop low latency applications.

    Requirements;

    • Extensive C development experience
    • Linux/ UNIX
    • Template programming;
    • Low latency design;
    • Performance tuning and analysis;

    The successful C Developer can expect to receive a salary of around £100,000 plus a strong bonus, up to 100% for top performers.

    If this role is of interest, please apply.

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

  • Solutions Consultant
    £60000 - £75000 per annum Benefits

    An opportunity has arisen for a Solutions Consultant (AZURE) to work for a Cloud specialist in Brighton.

    This is a permanent position.

    The Solutions Consultant will work with customers & stakeholders through workshops, discovery sessions and technical/requirements reviews to translate their business needs into effective, fit for purpose solutions based on the offerings of the client and its partners. The role requires both commercial understanding with a broad technical knowledge of public cloud. (AZURE)

    Key Requirements:

    • Customer facing and working on multiple consulting engagements concurrently.
    • Public cloud technology (specifically Microsoft Azure) as well as supporting ancillary technologies.
    • Extant and emerging subscription & consumption based commercial models
    • Strong understanding of Azure
    • Architectural approaches such as Integration, API’s, containers etc.
    • General consulting skills including facilitation, business case development, process mapping & redesigning.
    • Solutions design, security guidelines and standard systems methodologies.
    • Driving sales engagements and opening new market opportunities
    • Building relationships with senior stakeholders both internal and external
    • Strong communication skills
    • Azure certified would be a bonus

    If you are interested, please send an up to date CV to ddowling@mcgregor-boyall.com

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