Our client is one of the world’s leading financial groups. They have a global network with 2,300 offices in over 50 countries. The Group has over 150,000 employees, offering services including corporate banking, commercial banking, retail banking, wealth management, investment banking, capital markets, personal and corporate trust, and transaction banking.
They conduct securities business internationally through its overseas subsidiaries. With each member of the group working in partnership with one another, they provide best in class service and products to corporate and institutional clients.
The EMEA Markets Engineering department is charged with the development of models, pricing tools and system integration of all models used in the firm, on all asset classes. Their products support the trading and risk functions of several different desks via in-house developed applications run on traders’ desktops, compute grids and external cloud compute fabrics.
This role is within EMEA Markets Engineering – the front office quantitative and technology department. The successful candidate will contribute to the development and maintenance of systems and tools developed within the division. Specifically the “Dexter” component – a trade feed and cache, which supplies the front-office risk systems with trade data, and translates it into our proprietary quant-oriented format.
Typical responsibilities will include building out the system to meet global requirements, implementing translation logic for new types of derivative instruments, simplification/streamlining of the platform, improving software quality, and adapting to the evolving regulatory environment. As well as an element of support (both intraday and overnight according to a rota).
The role will provide the successful candidate the opportunity to collaborate closely with quants, traders, and other technology teams within a fast-paced environment, and the chance to work with derivative products across the equity/rates/fx asset classes.
The platform is written in C# and Python with an SQL database, and we also have some legacy Java and XSLT code. In line with the strategic direction of the department, most new development is expected to be in C#.