Front Office Developer
Posted on May 19, 2021 by Huxley Banking & Financial Services
A financial client I am working closely with are urgently seeking for a Front Office Developer
It's a long term role working in New York
- Support flow quantitative models, analytics libraries and tools
- Support of Flow trading desks on pricing and hedging of flow products
Development of models used for pricing and risk management, including PL Explain and capital
Key Skills needed:
. Rates product knowledge - MUST HAVE
* Modelling knowledge, eg HW Model + local FX vol, smile, skew
. Experience in a quant team or as a Desk Quant or research and coding in C++/C#/python, modelling & systems
* Data manipulation and database experience (SQL preferred)
. Strong communication skills to liaise with Quants, IT and Managers
Please note that the documents provided contain generic information. If we are successful in finding you an assignment, you will receive a Key Information Document which will be specific to the vendor set-up you have chosen and your placement.
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Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy