Java Quantitative Developer – IBOR indices Java Quantitative Developer – IBOR indices …

in London, England, United Kingdom
Permanent, Full time
Last application, 21 May 20
in London, England, United Kingdom
Permanent, Full time
Last application, 21 May 20
Our client is one of the world’s leading financial groups, is looking to bring on-board a Java Quantitative Developer consultant, to join their Automated Trading Systems team.


We are required to perform Front Office Quantitative development to migrate the fixed income automated trading platform onto post IBOR indices.

We will provide excellent knowledge of fixed income interest rate swaps and bonds, both from the perspective of pricing and curve construction, and good understanding of benchmark reform. Direct face off to senior traders across the international interest rates business.


  • Responsible for migrating the fixed-income curve-building platform (the platform) onto new post IBOR indices.
  • Initially responsible for familiarizing yourself with the code base of the platform (Java) and will work in collaboration with Traders and Quants to identify and implement the requirements for the post IBOR curve-building framework
  • The scope of this role will initially cover G4 currencies (AUD, EUR, USD and GBP).
  • You will first create an excel based unit test before implementing this in the platform. You will also create any necessary unit tests and documentation within the platform
  • You will report to the head of the e-trading platform team


Skills and experience

  • Server-side core Java in low latency systems, preferably within electronic trading
  • Front office quantitative development experience; preferably involving futures, fixed income bonds and interest rate swaps
  • Experience in developing and deploying changes to a production trading system
  • Experience using No-SQL databases such as MongoDB.
  • Test driven development and tools such as JUnit and EasyMock
  • Source code control and build management and tools such as Subversion, Git, Maven and TeamCity¬¬
  • Preferably Microsoft Excel development experience,
  • Preferably experience working with distributed in-memory and memory mapped data structures such as Chronicle or Hazelcast

Personal skills

  • A pro-active, motivated approach
  • Strong numerical skills
  • Results driven, with a strong sense of accountability
  • The ability to operate with urgency and prioritize work accordingly
  • Excellent communication skills
  • Strong decision-making skills, the ability to demonstrate sound judgement
  • Strong numerical skills
  • A structured and logical approach to work
  • Strong problem-solving skills
  • A creative and innovative approach to work
  • Excellent attention to detail and accuracy
  • A calm approach, with the ability to perform well in a pressurized environment