C# Quantitative Developer/Analyst, Commodities recruitment
Circa £65,000 - £85,000 Plus Bonus and Excellent Company Benefits
My client is a well respected and growing Global Investment Bank, with a great reputation for its dynamic culture and its continued focus on cutting edge technology. The organization is home to a successful and profitable global commodities business, headed from the team here in London (The City). Through continued focus on growing the team and hiring top technical talent, the team is seeking a talented C# developer to take a key role on the front office trading desk. You will lead the design and development of a number of innovative risk, pricing and analytics applications (using C#, VBA, excel) working with the wider commodities business team on a range of derivative and exotic products. Interfacing closely with senior traders and quantitative analysts, you will face a very steep learning curve and your mathematical/analytical skills will be challenged on a daily basis. Responsibilities will include (but not be limited to) designing new risk measures for the trading desk, developing PL systems and integrating market data in to the cutting edge quantitative library. You will have the opportunity to work on a broad range of products (oil, energy, metals, softs etc) therefore this role is ideally suited to a senior C# quantitative developer looking for broad business exposure and a varied and dynamic role. The team is based in London (the City) and they are looking to begin initial candidates asap (mid July)
Responsibilities for Front Office C# / Excel / VBA Quantitative Developer/Analyst, Commodities Derivatives – Front Office
- Design pricing and risk systems
- PL calculations
- Market Data Integration
- Design core quantitative library
- Work closely alongside quants/traders on the Global Commodities Trading Desk
Front Office C# / Excel / VBA Quantitative Developer/Analyst, Commodities Derivatives – Front Office will require the following skill set;
- C# 4.0
- Excel/VBA
- Strong academic background – ideally a Msc or PhD in Computer Science, Physics / Engineering / Mathematics
- Derivatives Experience
- Commodities experience would be a huge plus
- Strong quantitative knowledge
This is a great opportunity for a talented quantitative developer to move into a desk-facing role in a role that will offer a great amount of quantitative exposure and an opportunity to learn about a wide range of commodities products. You will report directly to the head quant in London and whilst your role will initially be focused on technology, there may be potential for you to take a pure quant role in the future should you show strong potential. Compensation will be very competitive, with excellent bonus potential and company benefits.
The team is looking to begin initial interviews asap, thus please get in touch to cplusplus@selbyjennings.com or call 0207 019 4163
Key Skills; C#, .NET, WPF, WCF, Excel, VBA, C#, .Net, Python, Quantitative Developer, C# Developer, Quantitative Developer, C# Analytics, Pricing, PL, Fixed Income, Exotics, Derivatives, C++, Python, C#, Computer Science, Mathematics, Physics, PhD, C# Programmer, C# Programming, Commodities, Metal, Oil, Energy, Softs