Java/Python Tooling Front Office Dev/Strat - Assoc/VP level
Our client is looking for a strong Java/Python tooling developer to sit as part of their Exotic Derivative Strat team. Strats sit together with traders and sales people, in the revenue-generating activities of the Sales & Trading Division. They sit on the trading desk, are the primary modellers for new products, and team with the traders to deliver innovative ideas using models to analyse risks and opportunities in trading books for complex derivatives.
Exotic strats are responsible for implementing and supporting the models used in exotic trading. They also look after automation of the Exotics product flow, including pricing methodology, control of the pricing platform and automated booking. They also assist with tooling for exotics trading, to improve the risk management and hedging infrastructure.