Front Office Fixed Income Quant Developer (Java, Python) VP

  • To £160k + Front Office Bonus
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • Millar Associates
  • 14 Nov 18

Debt Strats Team, Risk & P&L, Server-side Java, Python The Global Markets Debt Strats group is a Front Office team responsible for delivery of risk and P&L platforms and applications for the Rates, Credit and Emerging Markets trading businesses globally. Across both areas, the team are responsible for delivering innovative solutions to business requirements, ensuring that these solutions are accurate, performant, robust, reliable and scalable. Key initiatives include the implementation of a new intraday and end-of-day pricing platform along with the maintenance of the intraday risk and P&L platform across the Rates and Credit business.


  • Hands-on implementation of server-side risk and P&L functionality in Java and Python and/or C++
  • Working closely with trading, quants and other stakeholders to understand requirements and investigate queries and issues
  • Performing analysis of existing platform functionality to determine how best to deliver platform extensions
  • Designing and developing functionality to deliver changes through to production
  • Strong focus on platform performance and optimization
  • Providing 3rd line support as part of a rota (including overnight support)
  • Providing technical leadership of distributed development team, and may involve some line management of junior team members


  • Investment Banking Front-Office application delivery experience
  • Expert in Java technologies (server-side development, including multi-threading, high-performance distributed systems)
  • Developed banking applications with Python and/or C++
  • Strong understanding of Interest Rate/Credit/FX derivatives products and trading
  • Knowledge of front-office risk and P&L calculations
  • Oracle Coherence, beneficial
  • Able to identify architectural opportunities and employ best practices
  • Applying appropriate Design Patterns and Multi-tier framework implementation
  • Proficient in Oracle and UNIX from a developers' perspective
  • Delivered in an agile, fast-paced trading technology environment