Senior Quant Developer

Our multidisciplinary team – made up of quantitative analysts, data analysts, data scientists, product specialists, developers and testers – is responsible for the development and production of data for the Fenics Market Data business. This data is widely used both internally and externally and as such we aim for the highest possible standards. Each project is typically developed with a cross-section of team members from the different disciplines. This multi-discipline collaboration enables individuals to gain exposure (and contribute) to what other parts of the team and organisation are doing.

Key Responsibilities

Monitor, maintain and calibrate pricing models

Investigate and resolve deviations model variations from market observations

• Assist with the valuation of esoteric / illiquid assets
• Prepare documentation to support the pricing evaluation process and enable hand-over between regions

Development of pricing models within an application development framework

Skills / Experience

Essential

• Proven background in maintaining accurate pricing of financial derivatives
• Proven background in pricing at least one asset class
• Data sourcing, asset pricing and valuation knowledge with an understanding of how market and asset data will affect valuations
• Experience in working within real-time event driven environments (as opposed to daily snapshots)
• Experience of regular use of terminals such as BBG and Reuters including:
• Data access via excel/APIs
• Front-end usage
• Technical experience of working with data and building data comparisons
• Essential Languages:
• Python, Java or C++ (Intermediate level on at least one)

Desirable

• Background with multiple asset classes is an advantage
• Previous exposure to:

1. Pricing models
2. Electronic Trading Systems & Execution Platforms
3. Execution & Hedging Algorithms

• Python or other programming languages advantageous
• Data access via database experience advantageous
• Desirable Languages/Technologies:
• Python, Java, C++, KDB+/Q, C

Personal Attributes

• Problem solving:
• Proven ability to take complex business requirements and translate these into tangible, workable and commercially smart solutions while leveraging best practice tools and techniques
• Analytical:
• Ability to understand and respond to complex problems, draw and present the right insight and recommendations effectively
• Collaborative approach to working as part of a global team
• Confident communicator
• Capable at managing your own work load, while providing regular feedback to management
• To be alert to Conduct Risk issues, specifically the risk of harm to client interests, market integrity and/or competition in financial markets due to inappropriate practices or behaviours across the firm