Job Details

Form an integral part of the Pricing and Risk Front Office IT team in leading international investment bank, responsible for integration,development and support of tools and systems for pricing,risk and P/L.

Overview

• Working with traders and quantitative analysts in a derivatives environment.
• Liaising directly with internal customers to establish requirements.
• Building and extending pricing and risk management spreadsheet-based tools, utilizing established frameworks.
• Aiding the users in understanding and validating results, including diagnosis of problems and investigating numerical queries.

Knowledge, Skills and Competencies

• Strong business skills, having a solid mathematical and intuitive understanding of derivative products and risk management.
• Knowledge of technology platforms, databases, operating systems and programming languages.
• Must be able to work under clear direction and also be a motivated self-starter who does not require constant micro-management.
• Must be a clear thinker who is able to clearly articulate complex concepts to a broad spectrum of internal customers who are themselves experts in their field.
• Tactical development and support of spreadsheet tools for traders, using Excel and VBA
• 3-4 years within a similar role, ideally in an Investment Banking, Hedge Fund  or similar environment.

• Python, Scripting languages, C
  

Advantageous:
• Direct experience of working with traders and quantitative analysts in a derivatives environment.
• Object-oriented programming experience in C /Java/C#/Python.
• Familiarity of Front Arena development.
• Appreciation of XML technologies.
• Training in user interface techniques

A degree level qualification in a numerate discipline, e.g. Maths, Physics, Engineering, Computer Science
Minimum 2nd year Mathematics