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Quantitative developer – fixed income (risk)

London
Permanent
Oxford Knight
Quantitative developer
Posted: 6 January
Offer description

Salary: Competitive

Location: London

Summary:

A chance to join a global quantitative and systematic investment manager, operating in all liquid asset classes across the world. They are a technology- and data-driven group implementing a scientific approach to investing.

The Risk team builds and maintains tools to support risk analysis and reporting for their trading business. This particular opportunity will provide significant contributions to their Fixed Income function. You will design and implement software solutions that support core risk and PnL systems.

Requirements:

1. 5+ years of commercial Python experience
2. Extensive Fixed Income product knowledge: bonds, swaps, futures, options and related derivatives
3. Strong grasp of risk measures and sensitivities, and how they apply to Fixed Income trading
4. Experience building or extending risk systems in a front-office or middle-office environment
5. Familiarity with databases, APIs and microservices architecture

Benefits:

6. Flexible/ hybrid working
7. Dress down
8. Fully catered (breakfast, lunch and snacks)
9. Onsite gym
10. Private health insurance

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

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