Java / New York Bank / Reference Data / New technologies / 140k recruitment
My client, a major investment bank in New York city, seeks a core java expert to join its Reference Data IT team. This team is responsible for, product and price data within the bank on a cross-asset basis. The team maintains a number of strategic repositories that source, maintain, validate and distribute product reference data to all systems in the firm.On a daily basis, this person will be for implementing new application components, integrating existing components, and pulling together data from various sources that is critical to the business.To qualify for this position, you must have the Read more […]
VP Level – Rates Quant – Vanilla Options / Linear Interest Rate Quant – Fixed Income Quant Analyst – Rates Quant Analyst. Base £110k – £140k recruitment
Due to good performance for the first half of the year, our client is further growing their rates business.The successful candidate will work closely with the trading desks in a centralised front office quant team and be responsible for the vanilla options / linear modelling. This role will involve close interaction with the desk working on short term projects, as well as longer term strategic modelling projects. The ideal candidate will have: 3-6 years Interest Rate Quant experience.PhD/ High level degree in Mathematics, Physics, Computer Science and Engineering (or related).Experience Read more […]
C# Quantitative Developer – VP level required to join the Front Office C# Quant Dev Team at a Tier 1 Investment Bank – Server Side C# – Base £120 – £140k recruitment
This individual will join the technology team which is embedded within the front office quant group, reporting directly to the business. This group work across all asset classes and have close interaction with the quant modellers and traders. Key Responsibilities: C# development of the new cross asset library for efficient risk calculations.Enhancing the main C# risk platform to support additional asset classes and increase product coverage.Improve the performance and scalability of the front office risk system.Build relationship with the Quant modellers to ensure models are delivered Read more […]
Quality Assurance/Developer for Bleeding Edge Trading Firm/ 140k recruitment
This position is reserved for the candidate that best exemplifies a passion for QA inside and outside the core business. Qualifications: Expert in Java(should have some development)Should be able to provide feedback on defects that have been trackedStrong Knowledge of test theory Able to use and know why you used various automation toolsUnix / Linux environment I urge qualified candidates to apply ASAP so I can guarantee that your resume will reach the right people. If you would like more information on this opportunity, please reply with your most recent and relevant version or you resume Read more […]
Counterparty Credit Risk – Tier 1 Bank – VP – 140k recruitment
My client, an award winning Tier 1 Investment Bank, is going through huge growth in all areas of its Front office derivatives platform on a global basis with particular focus on Commodities and Complex derivative products. They have always had excellent ratings from the FSA and is therefore growing their FO Counterparty Credit Risk department with a number of key hires in the team. You will work directly with the Traders advising on hot areas such as Basel III, Basel 2.5, CVA and IMM/RepoVar reviews. This role would have global exposure (but no need to travel) as its central hub is in London. Candidates Read more […]