Job description
Contract Opportunity: Java Quant Developer - Curve Building & Pricing Infrastructure - Inside IR35
A leading investment bank in London is seeking a Contract Java Quant Developer to join a front office team focused on rebuilding a strategic curve construction and pricing platform. This role involves close collaboration with Quants and Traders to deliver a flexible, user-driven system for Interest Rate and FX curve management.
Key Responsibilities
* Rebuild a server-side application with a flexible data model and user-configurable design.
* Define and bind data objects and model objects to incoming price sources (e.g., brokers, overrides, implied prices).
* Enable curve construction with correlation to other curves.
* Support user-defined convexities, turns, and other levers to manage curve shape dynamically.
* Allow for multiple curve instances (e.g., per user, per region).
Required Skills & Experience
* Strong Java development skills.
* Solid understanding of Interest Rate and FX curve building, including:
o The concept and process of curve construction.
o Instruments used across short, mid, and long ends of the curve.
o Correlation between instruments and across products.
o Nuances of IR, G10 FX, NDF, EM, and CDS Single Name curves.
* Experience building curve marking tools in collaboration with Quants.
Nice to Have
* Experience with UI technologies such as HTML5 or OpenFin.