Investment banking


Fixed income quantitative developer

03 October England - Greater London, London Perm


Quantitative Developer need for developing a new bond analytics library

* Experience as Quantitative Developer
* Extensive knowledge of Fixed Income is crucial (yield calculations, bond risk pricing, US treasuries)
* Experience developing an analytics platform
* Risk Systems knowledge
* C++
* Black Scholes
* Market Data
* Experience dealing with both Business & IT


* Develop and maintain bond analytics functionality in the QA Library.
* Drive the sustainable integration of analytics into IT pricing, risk and valuation systems. Interaction with model validation, risk, IT and control divisions.
* Assist with development, testing and integration of bond analytics in the new QA Library
* Work closely with Bloomberg to improve quality of analytics, static data and BAU support.

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