Description

You will build and enhance a next-generation analytics platform for Fundamental Review of the Trading Book (FRTB) within the front office quantitative modelling group.

Responsibilities

• Implement the FRTB analytics platform.
• Collaborate directly with quantitative researchers to translate models into production code.
• Develop and maintain distributed systems on Linux.
• Integrate fixed income analytics and bond math into the core platform.
• Communicate technical concepts to quantitative researchers.

Required Skills

• 5+ years of experience in C++ development.
• Strong understanding of bond math and Monte Carlo methods.
• Experience building or working on distributed systems on Linux.
• Proficiency in SQL and databases including Sybase, Sybase-IQ, Oracle, or DB2.
• Working knowledge of both Linux and Windows environments.
• Deep familiarity with Fixed Income products and analytics.
• Bachelor's degree in Computer Science or Engineering.

Preferred Skills

• Advanced degree in Computer Science, Engineering, or Finance.
• Strong quantitative background.

Key Skills

Education

Any Graduate