Pricing & Risk/Quant Engineer Technical Architect

Kent  ‐ Onsite
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Description

Pricing & Risk/Quant Engineer

- Developer with experience in OOO languages and happy to work in Python.
- Exceptional understanding of the financial markets
- Good understanding of pricing models (ie Black Scholes) and risk metrics and scenarios.
- Good experience in a derivative (ideally Options) tech role.
- Experience in FX or FXO strong bonus.
- Strong engineering background with solid understanding of Computer Science concepts including Data structures, Complexity and Algorithms.
- Previous background in a lower level language (C++ or Java) preferred
- Location: Bromley preferred, but open to London for the right candidate.
Engineers required in the FX Derivatives and Risk space, operating in an agile working environment to contribute towards the delivery of the F2B Programme for the FX Options Desk.
Essential Skills

Exceptional development skills in any OO or Functional language including but not limited to Python (preferred), C#, Java, or C++.
Knowledge or experience of agile development (eg XP, SCRUM, Kanban) and continuing integration.
Experience with large scale, globally distributed financial systems with an emphasis on high availability.
Excellent problem solving and analytical skills in a high-pressure environment.
Must possess a solid degree in Computer Science, Physics, Engineering, Mathematics or relevant analytical degree.
Strong understanding of algorithms, data structures and design patterns including why and where to use them.
Strong understanding of Messaging Middleware concepts, usage and application
Experience in TCP/IP Networking
Candidate must be a strong team player with excellent communication skills.
Solid knowledge of contemporary development processes, build environments and testing tools.
Experience in 3rd line production support.
Comfortable in communicating with business users

Nice to have

Derivative/Options product knowledge, preferably within FX.
Front Office experience, preferably in a FX or other Fixed Income or Derivatives Trading environments.
Experience of integrated Front Office Development environments (examples include, but are not limited to, Sec DB, Athena, and Quartz.)
Working knowledge of one of FIX Protocol (4.4), FpML or other standard financial models.
Experience of connectivity to third party systems such as broker feeds and trade repositories.
Knowledge of an SQL or NoSQL database.

Start date
ASAP
Duration
12 months
From
Scope AT Limited
Published at
26.01.2022
Project ID:
2300702
Contract type
Freelance
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