FXLM Technology Quantitative Developer Pricing & Electronic Liquidity

  • Company:
  • Location:
  • Salary:
    negotiable / Month
  • Job type:
  • Posted:
    5 hours ago
  • Category:
    IT & Software

%0AJob Purpose:%0A%0AThe main focus of the role is to develop the pricing & electronic liquidity technology used by Citis market-leading global Short-Term Interest Rates Trading (STIRT) business. The position holder would be primarily responsible for developing electronic pricing logic alongside out on-desk quant team. On a day-to-day basis the position holder would be deeply involved in business & technical design & development, fully hands-on. This is an excellent and rare opportunity to work very closely with the trading business. The role will be based on the trading floor. %0A%0AJob Background/context:%0A%0AWorking as part of the STIRT technology team within FXLM Cash to develop best-in-class technology tools & models for the STIRT business.%0A%0AThe STIRT business supports a wide range of clients and is active across a wide range of products including Interest Rate Derivatives and FX Swaps. STIRT technology is part of the FXLM Technology group within Markets & Securities Technology.%0A%0AKey Responsibilities:%0A%0A%0AWorking with quantitative analysts & traders to collaborate on requirements & design of models and tools
%0A%0ADeveloping production code for the electronic trading platform
%0A%0AWorking with our dedicated Support and QA teams to test and support pricing code
%0ARequired Knowledge/Experience:%0A%0AExperience with pricing systems that continuously price financial products reacting to market data change
%0AAppreciation of financial mathematics as related to interest rate and FX products, yield curve construction, risk
%0ATrack record for delivering technical solutions in time critical environments.
%0AExperience of working closely with traders & quants
%0ACollaboration with other developers, working in a geographically distributed team
%0AAdvantageous Knowledge/Experience:%0A%0AExperience with real time messaging and data processing technologies (various open source products and specialist vendor products for financial markets).
%0AExperience with data analysis using Python, q (KDB), R. Enthusiastic to learn and apply new technologies and techniques in this rapidly evolving space.
%0AExperience of electronic markets and protocols, FIX protocol, VWAP
%0ADevops mindset. Used to continuous delivery process, methods used to deploy to running systems.
%0ASkills:%0A%0AExcellent object-oriented development skills in Java
%0AAbility to write clear code, as simple as possible.
%0ASound understanding of computing science fundamentals
%0AEngineering / financial mathematics skills as required to understand curve construction swap, bond pricing etc.
%0ABreadth of experience of technologies including scripting and functional languages
%0AQualifications:%0A%0AExcellent academic background educated to a minimum of degree level in a scientific or mathematical subject.