Overview

Our client, a Japanese investment bank, is one of the world's leading financial groups. They have a global network with 1,100 offices in over 40 countries. The Group has over 140,000 employees, offering services including corporate banking, commercial banking, retail banking, wealth management, investment banking, capital markets, personal and corporate trust, and transaction banking.

They conduct securities business internationally through its overseas subsidiaries. With each member of the group working in partnership with one another, they provide best in class service and products to corporate and institutional clients.

The Financial Engineering (FE) team, formerly Front Office Solutions (FOS), covers every Front Office quantitative activity supporting the trading, sales and risk departments across all asset classes in London, New York, Hong Kong, and Singapore. FE is responsible for the development of pricing models, tools and system integration of all exotic models used in the firm, on all asset classes. Their models and tools support the trading and risk functions of several different desks via in-house developed applications run on traders' desktops, compute grids and external cloud compute fabrics.

The project

Quanteam UK is assigned to help in the development and maintenance of the Front Office risk systems responsible for producing the risks that trading desks use for hedging, for risk management and regulatory reporting.

• Development and hands-on support of FOS-QRD systems
• Daily communication and support to trading desks and risk department: explain changes in the systems and how they impact P&L and risks of the company
• Daily communication with the Quants: discuss models and requirements
• Ensure appropriate and effective documentation is maintained at all times for both systems and processes
• Overnight support duties on a rota

We are looking to on-board consultants that will face the business directly and interact with traders, quants, risk managers and the technology department on a daily basis. 

Development in C#, PowerShell scripting, and distributed computing in HPC and Azure are involved in the day to day work.

Skills required

Mandatory

• Experience in Front Office Quantitative development
• Solid C# programming skills
• Problem solving issues to include but not restricted to application errors, database errors, grid errors
• Experience of risks management concepts and basic knowledge of financial instruments

Very good to have

• PowerShell (and other batch scripting languages)
• Database development (preferably MS SQL Server)
• Distributed computing, grids and cloud computing experience
• Excel add-in development

Good to have

• Understanding of structured products including multi-asset and hybrid products across multiple asset classes (IR, FX, and Equity product experience preferred)
• Using/supporting Control-M (or similar scheduler)
• Knowledge of Jenkins automation server
• Knowledge of UI development, particularly WPF and / or WinForms
• Development lifecycle and project management
• Expertise on any additional IT skills (e.g. Mongo DB, GitHub, etc.)
• Experience working on regulatory projects: for example, LIBOR decommissioning