The Financial Engineering (FE) team, formerly Front Office Solution (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.
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
Development in C#, PowerShell scripting, and distributed computing in HPC and Azure are involved in the day to day work.
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
Internal Number: 6039490
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