Fixed Income Products Evaluated Pricing - Financial Engineer/ C# - Python
Lunalogic UK is looking for an experienced Financial Engineer / IT Quant analyst to work within our client's Evaluated Pricing Service team to enhance their evaluated pricing service and help migrate it from on-premises to AWS.
Mission You will work on our Fixed Income derivative products.
Expecting from you the following roles :
- Prototype and develop specifications for new Fixed Income products. This will be focused around
- Curve construction (issuer, sector, yield, zero)
- Bond pricing and analytics
- Implement requested features in a generic, modular and efficient way. Test and document them.
- Work with the evaluator teams to understand their requirements and produce specifications for our future system
Key skills required
- Good knowledge of Fixed Income derivatives
- Knowledge of curve construction is a plus
- Self-driven, goal-oriented team player with good communication skills
- Computer Science, Financial Engineering degree or equivalent
- Minimum 5 years experience , with at least 2 years experience in a bank or a financial software company
- Software development experience. Python and C# preferred
- Proficient in source control management in Git
- Able to work in an agile team and working in agile planning and management tools like Jira
- Good understanding of service-oriented architectures and their benefits
- Basic knowledge of cloud computing and the different types offerings in this space (Serverless, PaaS, SaaS etc)
- Ability to work in an international environment