Front Office, Fixed Income VBA/Front Office Senior Quantitative Developer

Front Office, Fixed Income VBA-Front Office Senior Quantitative Developer (C++-C#-Excel-VBA) - Front Office FX-Fixed Income - London

Global Investment Bank, City of London
Circa £90,000 plus bonus and benefits

My client is a Leading Mid-Sized Global Investment Bank, operating in over 40 countries worldwide. The bank has a very successful and respected global FICC trading division, with a heavy focus on cutting edge technology. The team trades a broad variety of products, with a focus on credit, bonds and FX. Through continued growth of the London Front Office Quant Team, the firm is seeking to hire a senior quantitative developer to take a key role on the desk, in a role tht will involve working closely with the business on analysis, pricing, risk models and PL. You will work alongside a team of Quantitative Analysts and Developers, reporting into the Head Quant on the London Desk. You will sit on ta front office trading floor, therefore it is essential that you have the ability to work in a fast paced and dynamic environment. The ideal candidate will have a background in FX-Fixed Income and deep expertise with spreadsheet development (Excel-VBA) as well as C++ and-or C#. Your role will involve both building quantitative tools and applications from scratch, as well as working on current systems. You will be a senior member of the desk and be expected to hit the ground running from day one. The team is looking to begin interviews asap and open to seeing candidates from investment banks, brokerages or hedge funds. Compensation will be very competitive, with bonus potential and benefits.

Key Responsibilities for Senior Quantitative Developer (C++-C#-Excel-VBA) - Front Office FX-Fixed Income

• Design front office applications (C++) for the Front Office Fixed Income-FX Business including pre-trade analysis, price capture, pricing, risk models, analytics, PL reporting
• Join a team of quantitative developers-analysts on the front office desk
• Excel-VBA development
• Be a lead member of the desk and mentor junior developers
• Work closely alongside traders in gathering requirements and translating these into cutting edge solutions

Ideal Skill Set for Senior Quantitative Developer (C++-C#-Excel-VBA) - Front Office FX-Fixed Income

• C++ and-or C#
• Excel-VBA
• Experience of pricing-risk (ideally within FX-Fixed Income)
• Desk reporting experience
• Great communication
• Ability to work in a fast-paced, front office environment

This is a fantastic opportunity for a senior quantitative developer to join a successful and dynamic front office trading desk. You will join a well respected and successful mid-sized Global Investment Bank, with a solid reputation for its open and collaborative culture, as well as employee benefits and rewards. The Fixed Income-FX business trades a very wide range of products and you will be expected to take a broad remit, therefore this role is highly suited to a strong developer looking for a challenging and varied role that will offer lots of business exposure.
The team has just begun its search and they are looking to begin interviews asap.
For more information, please contact apply.a33hoiu28k@selbyjennings.aptrack.co.uk or call 212 231 8223.

Key Skills ; C++, C, Excel, VBA, Linux, UNIX, C++, Python, SQL, Risk, Pricing, Fixed Income, Analytics, Credit, CDO, CDS, indices, bonds, loans, Quantitative Developer, Programmer, Front Office Developer, C++, C++, London, City of London, UK, C++

December 19, 2012 • Posted in: General

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