Java Quant Team Lead - Contract - London

Job Title: Java Quant Team Lead - Contract - London
Contract Type: Contract
Location: London, England
Salary: £600.00 - £700 per day
Reference: BBBH17540_1517232273
Contact Name: Harry Davies
Contact Email:
Job Published: January 29, 2018 13:24

Job Description

A Major Financial Services firm is seeking a Development Team Led to join their London offices on a contract basis.

The Successful candidate will be joining a growing team where you will lead the evolution and development of the Risk Analysts Application.

Another major part of this role is to interact with business stakeholders (Risk, Product ) in order to iterate on specifications and test/evaluate output of the Quant library.

Furthermore, you will have a strong background in leading a team of developers and dealing with Quants.

Experience needed:-

  • Strong Java background
  • Experience of building pricing libraries/algorithms for Rates products (preferably in Java)
  • Experience/understanding of Curve bootstrapping process, NPV calculation, Greeks, VaR, Expected Shortfall

If this opportunity seems of interest, please apply with an up to date CV.