Rates Strats/ Fixed Income Strategic Analytics - Assoc/VP level Rates Strats/ Fixed Income Strategic Analytics -  …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 28 May 20
Negotiable
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 28 May 20
Negotiable
Anson McCade
Rates Strats/ Fixed Income Strategic Analytics - Assoc/VP level London based

This is a front-office group combining expertise in quantitative analytics, modeling, pricing and risk management, with a deep understanding of system architecture and programming. The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally. The team deliver innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable.

You will be joining the Rates Strats team to support the development and implementation of the strategic platform, delivering critical market data for risk and P&L platforms within the firm. This aims to integrate front office functions into a single architecture, removing duplication and operational complexity caused by fragmentation of these functions across 30+ legacy platforms. The platform is written in C++ and Python.

Responsibilities:

  • Work in partnership with Technology and Operations to drive the build-out of the strategic market data and analytics platforms.
  • Support Rates business (Pricing, risks analysis, P&L).
  • Responsible for implementing market data functionality in Kannon for Flow Rates business.
  • Analysis, design and development of analytics for the desk within Kannon platform.
  • Strong focus on business opportunities, and bringing innovative and quantitative ideas to solve complex problems for the desk.

Requirements:

  • Strong quantitative, modelling, pricing and risk management skills, demonstrated within a financial services environment.
  • Experience developing banking applications with C++ and/or Python.
  • Experience working with market data construction.
  • Attention to detail and excellent problem solving and numerical skills.
  • Identifies architectural opportunities and employ best practices by default.
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