Development lead (Quant, front office, pricing)

  • Negotiable
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • HSBC Bank plc
  • 17 Apr 18 2018-04-17

skilled technologist with quantitative knowledge to deliver initiatives on: 1 Market data storage and Feeds 2 Volatility Fitter 3 Pricing libraries maintenance 4 RAD development oversight


Overview:

The equity derivatives technology team has a multi year transformation Digital program. The strategic Flow Product stream has a team of 4 technologists located in Paris, Hong Kong, China and New York.

We are looking for skilled technologist with quantitative knowledge to deliver initiatives on:

  1. Market data storage and Feeds
  2. Volatility Fitter
  3. Pricing libraries maintenance
  4. RAD development oversight

Responsible For:

- Liaising directly with Front Office stakeholders for requirements

- Desing and implement strategic and short term deliveries

- Participate to the demos and UAT with users as well as automated testing implementation


Major Challenges:

- Be acustomed to dealing with Front Office stakeholders (Trading, Sales, Structuring, Operation and product control), Be able propose technical and functional solution, being able to challenge stakeholders.

- Have knowledge of Equity Derivative business and in particular pricing knowledge.

- Provide a track record of deliveries on Pricing lib, Volatility tools and RAD development,

- Understanding of Structured derivatives

- Commitment to deliveries


ESSENTIAL REQUIREMENTS


  • Extensive experience within implementation teams witth a solid technical background.
  • Technical skills

- C#,VBA, Python scripting and Object oriented languages

- Oracle 10g / 11g (SpringData, OpenJPA) - Infrastructure : Tomcat for Java / F5 BigIP for resiliency - Monitoring / Alerting : JavaMelody / SoapUI / Geneos / Control-M

- MongoDB

- Asynchronous programmation : scala / java streams / MQ or FIX message treatment

- market data feed event handlers

- Modelisation JSON

  • Tooling

- Git, Maven, Jenkins, Visual Studio - JIRA

- Ansible


IDEAL CANDIDATE REQUIREMENTS


  • Java (J2EE 8, Spring/SpringBoot, REST/JSON, Solace/Rabbit MQ, CXF, Hibernate) - Delivery track of record
  • Disruptor/ Akka / ScaleIO frameworks
  • Knowledge on KDB / Q can be a plus
  • Knowledge of REST/JSON API and Framework