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Preferably a computer science / mathematics / physics or similar quantitative discipline graduate. Extremely solid domain knowledge in rates (euro/asia rates, rates vol a plus) trading and a good understanding of strategies as well as the ability to develop solutions in a rapidly changing and growing environment.
Taking business requirements from desk and translating into tangible delivery using rapid application delivery.
Ability to develop sound software solutions across business areas covered (euro/asia rates, rates vol a plus). This includes green field development from framework concept to finished product as well as third party system extensions.
Advanced experience in advanced financial mathematics and stochastic calculus.
Advanced experience in building state of the art financial models in rates, rates vol markets preferred.
Experience implementing mathematical models from recent academic papers preferred.
Lead the definition of user requirements and drive implementation by syndication and collaborative working across tech group.
Collaborate with trading, operations, finance, risk management, fund administration and governance groups they are relying on to ensure smooth day-to-day operations and continuously improve levels of functionality for users and STP while ensuring the focus of the role is desk centric.
Comply with development standards and operating model for the team.
Demonstrable rates business knowledge with min 7 years of experience of building curves (ex. OIS), mathematical modeling & using relevant financial libraries (ex. Fincad F3), data visualization and GUIs, building and managing time-series databases, building framework for iterative and continuous development of analytics such as seasonality analysis.
University level education in computer science, math, physics preferred focusing on software development.
A strong technical background is required with qualification in applicative software development or mathematical/quantitative specialization.
Ability to develop working relationships with difficult users.