The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally
Job Summary
The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally.
You will be joining the Flow Rates Desk Strats team to support the development and implementation of the strategic Kannon platform (written in C++ and Python), building the 'Golden-Source' representation of Trading Inventory, delivering critical interest rate curves for risk and P&L platforms within Investment Bank.
We are committed to providing an environment with your development and wellbeing at its centre, including hybrid working, competitive salary, and a range of flexible benefits.
Matching Summary
The Strats team is responsible for delivery of risk and Profit and Loss (P&L) and pricing platforms for the trading businesses globally.
Skills & Requirements
Must-have
C++ and Python development
Interest rate products pricing and risk
Quantitative modelling skills
Financial services environment experience
Attention to detail and problem solving
Nice-to-have
Collaborate with multiple stakeholders
Explain complex concepts effectively
Innovative and quantitative ideas
Architectural opportunities identification
Key Requirements
Experience pricing and risk calculation for interest rate products using C++ and Python
Experience working with interest rate curve construction and calibration
Strong quantitative, modelling, pricing and risk management skills