Real-Time Rates Specialist

1 week ago


London, Greater London, United Kingdom Millar Associates Full time
Real-Time Rates Specialist Job Description

Millar Associates is building a new real-time pricing & risk system, and we are seeking a talented Real-Time Rates Specialist to join our Rates Curves trading group in London. The successful candidate will work closely with Traders and the Quant team to build and maintain Desk Tools for Rates Curves, supporting FICC trading.

Job Summary:

  • Deliver tactical Sales and Trading tools to mitigate risk and facilitate the transition to our strategic real-time pricing & risk system
  • Collaborate on Price engine design, including all analytics (price discovery, market and client profiling)

Responsibilities:

  1. Develop and maintain Desk Tools for Rates Curves supporting FICC trading
  2. Collaborate with Quant Researchers and other teams across eRates Trading & technology
  3. Build relationships with Front Office users
  4. Define reporting tools for quantifying eTrading performance (revenue, risk and client service)
  5. Maintain and enhance RAD toolset

Requirements:

  • Strong software development skills in languages such as C#, Java or C++
  • Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency
  • Extensive working knowledge of Interest Rates pricing
  • Experience with large scale real-time distributed systems and eTrading
  • Strong Excel skills – able to create add-ins/automation using languages other than VBA
  • Great communication skills

Benefits: £250K + Benefits



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