Skip to main content

We have over 50,000 UK jobs available, so why not start a new job search on Zoek


Front Office Quantitave Developer

  • Location: UK
  • Salary: £650 - £800 per day
  • Contract hours: ZeroHour

Job provided by Zoek


Share this job on social:


About the job

Front Office Quantitative Developer – ContractFront office, C#, C , Derivatives, Rates, XVA, PricingThe Team:The team is charged with the development of models, pricing tools and system integration of all flow and exotic models used in the firm, on all asset classes. The team is based on the London trading floor. Their products support the trading and risk functions of several different desks via applications that are developed in-house to run on traders’ desktops, compute grids and external cloud compute fabrics.The Role:The front office quant team is looking for a contractor to build out the XVA engine. The main role of the successful candidate would be:Collaborate in the design and development of new XVA features in the XVA engine, and the upstream and downstream systems including data preparation.Respond to business requests for enhancements, develop new features within the system and provide effective support.Communicate with the quants/traders to understand requirements.Key Responsibilities:The successful candidate would:Develop on FOS-QRD XVA pricing system and facilitate traders to meet regulatory requirements.Communicate with the traders and quants to discuss requirements.Ensure appropriate and effective documentation is maintained at all times.Skills and Experience:Experienced in Windows development in a front office position using C or C#.Understand details of derivative contract terms, CSA term, and derivative pricing models.Understand mathematical finance, particularly around rates or credit models. Experience of either XVA (preferable), Credit Risk, Counterparty Risk, Interest Rates, Pricing McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

Location

Map

Share this job on social:

close

Before you go...

Did you know that Zoek has over 100,000 UK jobs available, your next job could be a click away! Start a new job search on Zoek!

Did you know that Zoek has over 100,000 UK jobs available, your next job could be a click away! Start a new job search on Zoek!