Front Office Quant Dev, Rates ePricing VP, Snr VP, London - eFinancialCareers : Job Details

Real-time Rates, e-Pricing, Curves, Forwards, C#, Java or C++KEY RESPONSIBILITIES:

• Deliver tactical Sales and Trading tools to mitigate risk, and to facilitate the transition to the strategic real-time pricing & risk system
• Collaborate on Price engine design, including all analytics (price discovery, market and client profiling).
• Build relationships with Front Office users, Quant Researchers, and other teams across eRates Trading & technology
• Define reporting tools for quantifying eTrading performance (revenue, risk and client service)
• Maintain & enhance RAD toolset
• Continuously develop customer service & performance metrics, and determine appropriate actions

SKILLS & EXPERIENCE:

• Strong software development skills in languages such as C#, Java or C++
• Knowledge of flow Rates (G10, EM), OIS, Swap pricing, Bond pricing, FWDs/Cross currency
• Extensive working knowledge of Interest Rates pricing.
• Experience with large scale real-time distributed systems and eTrading
• Strong Excel skills – able to create add-ins/automation using languages other than VBA
• Great communication skills!