We are the Research Analytics Technology team. We are a RAD team, working very closely with Rates & FX Research to build applications that calculate analytics for capital markets.
The Rates and FX Research strategy team formulates trading and portfolio recommendations for investors in fixed income markets based on valuations, analytics and market dynamics. Our group produces these valuations and analytics. Our analytics are used globally by our trading desks and external clients through a variety of tools and interfaces including web applications, daily analytics reports.
Constructing fitted par and zero curves for treasury and agency bonds
Rates exotic products such as price Bermudan swap options, yield curve spread options
1. Develop specific enhancements and/or build new applications to fulfill business objectives related to new research or analysis opportunities.
2. Work closely with the researchers to articulate new technology requirements.
3. Ensure technology solutions meet requirements, are robust and supportable.
4. Where appropriate, define the build plan and milestones and ensure delivery in line with plan.
5. It is expected that the majority of your work will be RAD-style, working closely with the Research analysts
6. Perform unit and integration testing to ensure the quality of delivered solutions.
7. Document release procedures and Support notes for your products.
8. Provide 3rd line support for any issues encountered by business users in daily usage of your technology solutions.
You will work alongside the research strategists and provide efficient technology solutions to their quickly varying requirements. These requirements often involve complex quantitative calculations which you will be required to understand and implement. You will be involved in the full development lifecycle, e.g. analysis, design, implementation, testing and support. You will have a desk on the trading floor alongside the strategists. You will be required to assist the support team in investigation / resolution of production and operational issues.
▪ Degree in Computer Science
▪ C++ implementation experience
▪ Strong Perl, Python, Unix Scriting skills
▪ Strong Python skills
▪ Strong database/ SQL knowledge
▪ Analytical/problem-solving skills.
▪ Proactive and self-motivated with a positive attitude
▪ Experience of a project life-cycle, including breaking requirements down into technical deliverables and estimating the work required
▪ Excellent at multi-tasking