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The majority of the work is green field development of completely new functionality. Work involves implementing front office risks, FRTB, GSST, CCAR and other projects for all the asset classes. You will work on a variety of projects, designing and implementing code primarily in C++. The work done by you will pave the path of future projects and systems across the firm and will be closely watched by the senior managers across the firm.
You will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. You will also be fully integrated into the front office Quant team and work in close collaboration with the Traders, Structurers and members of Technology.
Qualifications and Competencies:
Degree in Computer Science or a mathematical subject (Maths/Physics/Engineering etc).
Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python) is vital (C++ is ideal) and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers...) is preferable.
Show keen interest in the financial markets.
Show keen interest in implementation of models and the architecture of model libraries.
Strong teamwork capability.
Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
Ability to communicate progress and importance of projects to non-technical clients of the Library.
Front Office development experience is advantageous, particularly those with cross asset Quant Developer experience.