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Data Developer

2 months ago


East London, United Kingdom Quanteam Full time

Quanteam Group is a Consulting firm specialised in the Capital Markets industry, in Paris, London, Brussels, New York and North Africa.
Since 2007, our 800 consultants provide major clients (Corporate & Investment Banks, Asset Managers, Hedge Funds, Brokers, and Insurance Companies) with expertise in several projects such as Financial Engineering, Quantitative Research, Regulatory Implementation, IT Transformation & Innovation.
Quantitative research, Risk management (e.g. Market risk, credit risk, counterparty risk), Banking regulations (e.g. Basel III, Solvency II, FATCA, EMIR, MiFID), Pricing & Valuation, Organisational Transformation & Process Improvement.
IT & Information systems consulting: Business Analysis, Project Management, Change management, Front Office Support (functional and technical), Development (e.g., C++, Python, C#, Java, VBA), Financial Software (e.g. Sophis, Murex, Summit, Calypso), IT Transformation & Innovation.
Equity Derivatives Quants (a division of our client within Global Banking and Markets) are looking for an experienced C++/Python developer specialising in Structured Equity Derivatives with the ability to lead small teams.Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library.
Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting.
Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform.
Design and development of intraday risk and P&L calculations.
Design and development of market data marking pipelines.
The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.Occasional travel may be required.
Python proficiency/experience required.
7-10 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment.
C++ experience (preferably using Visual Studio 2017).
Previously developed coding standards and extensive experience in CI/CD pipelines.
Background in stochastic processes, probability, and numerical analysis. Experience of data analysis.
Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
Good knowledge of Excel.