Desk Developer - Rates

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SeniorZdalnie·LondynFull-time

#480282·Dodano dziś·0

Źródło: justjoin.it

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Tech Stack / Keywords

C#C++JavaVBAMicrosoft ExcelRisk ManagementPythonOperationsrisk analysisMicrosoft Dynamics

Podsumowanie oferty

As a Desk Developer (Front Office Technical Support), you will build trading, risk, and pricing tools for live trading workflows. You will develop pricing and analytics models for non-linear rates products and build integrations using Python, VBA, and APIs.

Wymagania

Strong Python skills.
Experience in a front office trading environment.
Expertise in model creation and development.
Solid grasp of interest rate derivatives.
Bachelor’s degree in a quantitative field.

Obowiązki

Main Responsibilities:

Design and implement trading, risk, and pricing tools using Python and VBA.
Create and improve pricing and analytics models for non-linear rates products.
Partner with Quartz teams to ensure compatibility with the firm’s risk platform.
Build APIs for existing tools and systems to improve integration.
Act as the first contact for traders on various issues and fix root causes of problems.
Monitor Greeks and vega ladders, and reconcile P&L with Middle Office.
Collaborate on broader initiatives with parallel teams and support other desks as needed.

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