Vice President
2 months ago
The Opportunity :
- The role will require integration of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks.
- To design, develop, test and document the models integration workflows developed to bank standards.
- Develop technical solutions for the desk as required.
- To contribute to improvements of the quality of the code and of the testing environment.
What you'll do :
- Enhance and support FICC Quant libraries.
- Develop/Add new APIs interfaces.
- Develop new components and enhance the Quant Library.
- Contribute towards the improvements of code quality and testing framework for the Quant libraries.
- Assist IT with integration issues
- Development of systems/architecture relevant to the needs of the desk/team.
- Collaborate within the FICC team.
- Work with minimal guidance to achieve business deliverables.
Qualifications - Internal :
What we need to succeed in the role :
- At least 8 years of development experience using C++ (preferably using Visual Studio 2019 or later versions).
- 3-6 years working as a Quantitative Developer integrating models in quantitative finance, IT development, or a trading environment.
- A degree in mathematical finance, computer science or mathematics.
- Expertise in software product development
- Proficient in code versioning tools such as GIT, SVN etc.
- Strong written, verbal communication skills and ability to work in a team.
- Focused on delivering high-quality results on time.
What additional skills will be good to have :
- Good to have
- Python development experience
- Spreadsheet development experience (Excel and VBA).
- Knowledge of the standard pricing models used in the investment banking industry.
- Degree from a top tier university
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