Job Description:
The individual will be part of the Global Credit Quantitative Strategies Group, with members in London, NY and Chicago, supporting the Credit desks across the Global Markets franchise: AMRS, EMEA, APAC, EM as well as credit product trading across other desks within Global Markets (Mortgages, Rates, XVA)
The Role:
The individual will work closely with the trading desk to develop tools to maximize trader efficiency.
Responsibilities:
- Develop and maintain desk tools in Python
- Develop the analytics library in C++
- Support the trading desk with use of existing models, developing new strategies
- Analysis of large data sets and distilling the information contained within
- Developing hedging strategies and back testing their performance
- Work closely with partners from other desks, XVA
- Work closely with the technology team in order to deliver the analytics as well as improve performance where necessary
What we are looking for:
- A degree in a highly numerate discipline
- Experienced in both Python and C++ is highly desirable. As a minimum experience with object-orientated programming and previous experience in either Python or C++ is required.
- Knowledge of working within a structured software development environment. Use of source code-control systems, continuous integration environments, testing, release processes, Rigorous problem-solving skills.
Skills that will help:
- Knowledge of bond and credit derivative products, understanding of derivatives pricing models. Experience with large dataset analysis is desirable.