Job Description
We have a current opportunity for a Linear Rates Quant Developer on a permanent basis. The position will be based in London. For further information about this position please apply.
Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and
curve construction analytics in Python & C#. Developed market-making models in collaboration with traders. Play a
central role in specifying and designing tooling and diagnostics for live solvers, RFQ pricing and risk. Partner
with the Head of FICC E-Trading Engineering on the architecture design for low-latency systems leveraging fast
optimizers and algorithmic automatic differentiation (AAD).
· Develop and maintain yield curve modelling frameworks for pricing and risk management of linear
interest rate products (swaps, bonds, futures) and cross-currency swaps.
Engage in strategic discussions with senior management and business leaders to enhance international hiring,
reduce operational risk,and streamline global support for the fixed income e-trading business. Successfully lead
desk projects in collaboration with North American teams.