Front Office Pricing Quantitative Developer- Excel/ VBA

(Quantitative Developer, Front Office, Excel, Vba, Pricing)

Our client is a leading and established European Investment Bank, well-known for its investment in the latest tools and technologies and is highly regarded particularly within the FICC space. Due to recent continued expansion within their Front Office Trading and Risk-Management spaces, they are currently looking to bring in a talented Quantitative Developer with exceptional Excel/ Vba experience to join the Front Office Quantitative Analytics team in London. The successful Quantitative Developer will play a key role in the design and development of Front Office applications in Excel/ Vba to be used by the business across multiple asset-classes and will be expected to utilise their solid quantitative and technological skills to bridge the gap between the technology and the business. Although the Quant Developer will have an exceptionally broad range of responsibilities, they will be required to take a particular focus on the development of mathematical analytics tools and models for pricing calculation, trading and risk-management to be used by the Traders. The successful Quant Developer will be expected to liaise with the Quants and Traders, directly, to introduce new models and pricers into the technology-stack as well as to extend the existing models and products from front-to-back across multiple business-spaces. Given the unique broad business scope of the team, the Quant Developer will also be responsible for an enormous remit of financial products, including Fixed Income, FX, Commodities, Interest Rates, Credit, CDS, corporate bonds, corporate loan, securitised bonds, Equities, Derivatives, and thus will gain immense business exposure.

The successful Quantitative Developer will ideally have the following skill-set:

• Solid academic track record (Bachelors/ Masters/ PhD) in Physics/ Mathematics/ Computer Science/ Engineering/  Statistics or other scientific-related field

• Solid Excel/ Vba programming ability

• Sound quantitative and business-knowledge, ideally within the Front Office space

• Strong track-record in Quantitative Development

• Great communication skills as this is a business-critical role

The responsibilities of the successful Quantitative Developer will be incredibly varied, but will include:

• Design, development and integration of cutting-edge pricing, risk and trading models for the Fixed Income trading business in Excel/ Vba

• Implementation of models to calculate prices and assess risk of Fixed Income products

• Liaise with Quants and other business-users within the Front Office regarding current specifications and requirements

• Enhance and develop the Quantitative Research library and the pricing/risk engine

As this is a highly successful and profitable business, all compensation, bonus and benefits will be extremely competitive. This is the perfect opportunity for a talented quantitative individual looking for immense business exposure. If this is of interest or you would like any more information, please forward your CV to technology@selbyjennings.com or call 0207 019 4163