FX Front Office Quantitative Developer
Salary £700 - £800 per day
Consultant Jan McDonald
Date posted 12 April 201811 Slingsby Place, St Martin's Courtyard London, WC2E 9AB Robert Walters United Kingdom
A rarely available FX Front Office Quantitative Development role has become available at a well-established Retail Bank based in London, looking at the development of FO FX Pricing Models for a highly technical area within the front office.
Key responsibilities in the FX Front Office Quantitative Developer:
- Support the front office team to help develop, implement and optimise performance of models for derivative pricing (IR, Equities, FX etc.)
- Improve development framework and extend reporting of the code library through C++
Prerequisite Requirements for the FX Front Office Quantitative Developer:
- Proven practical working experience as a quantitative developer, with a front office or market risk focus.
- Strong and demonstrable product knowledge of at least one asset class, interest rate, FX, inflation products being examples.
- Programming skills and strong knowledge of C++ are preferable and other programming experience in C#, Python, VBA is desirable
This Quantitative Development role offers an excellent opportunity to support a rapidly expanding Risk team in London. The role will offer scope to deliver key strategic and technical book of work whilst gaining opportunity to support projects and secure a long-term career.
If successful further scope to extend beyond the initial contract term is viable for this team and wider business.
Should you be interested in this role and the opportunity it presents please email me jan.mcdonad@RobertWalters.com, please be advised each applicant will be assessed against the above pre-screening criteria.