We are part of the Risk & Data technology team responsible for building out the firm’s in-house pricing platform and PNL and risk systems that are used by portfolio managers, risk management, finance and product control teams. The team sits within the Front office technology group which also contains quant research, data technology and rapid application development teams.
About the Role
As the fund continues to expand its trading presence globally, there is a desire to further build out the firm’s pricing and risk platforms, supporting the front office’s ability to manage and structure trades whilst allowing the risk management group to evaluate risk across the trading book.
Pricing and risk analytics are developed and enhanced to ensure the firm is able to take advantage of dynamically evolving market opportunities. The team provides desktop and web front end clients as well as a pricing platform that is consumed mainly through Excel and Python.
This is an exciting opportunity to work for one of the strongest performing funds in the world, supporting and building out solutions in collaboration with trading. The successful candidate would gain experience in all financial markets and work with some of the best traders, technologists and quant researchers in the world. The role involves working closely with the front office Fx & Equities Volatility Arbitrage business, who manage various systematic strategies. A strong track record working with the business and able to deliver solutions from business requirements through to production deployment would be required.
The candidate should have a good understanding of risk and be familiar with Fx / Equity vol calibration process, exposure to SABR & SVI model would be preferable. The technology stack is predominantly C#, integrating with Excel & Python. This is an excellent opportunity for a delivery focused individual with solid analytical skills and a passion for technology and financial markets to work directly on trading desk enhancements without any bureaucracy or politics.
Responsibilities
* Work closely with the front office Fx & Equities Volatility Arbitrage business.
* Deliver solutions from business requirements through to production deployment.
* Enhance risk models across Fx & Equities.
* Implement back testing trading strategies.
Qualifications
* Self-motivated and able to learn quickly.
* Ability to understand OOP.
* Efficiently work with large data sets.
* Comfortable with the full software development lifecycle.
* Demonstrate adherence to best practices in all areas of work.
* Experience with SABR & SVI model.
Seniority level: Mid-Senior level
Employment type: Full-time
Job function: Finance
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